DZ Bank Call 5 BVB 20.12.2024
/ DE000DJ499Y1
DZ Bank Call 5 BVB 20.12.2024/ DE000DJ499Y1 /
2024-05-03 9:04:58 AM |
Chg.+0.030 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+60.00% |
0.080 Bid Size: 25,000 |
0.110 Ask Size: 25,000 |
BORUSSIA DORTMUND |
5.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ499Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
29.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.41 |
Parity: |
-1.11 |
Time value: |
0.13 |
Break-even: |
5.13 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.09 |
Spread %: |
225.00% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
7.17 |
Rho: |
0.01 |
Quote data
Open: |
0.050 |
High: |
0.080 |
Low: |
0.050 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+166.67% |
1 Month |
|
|
+700.00% |
3 Months |
|
|
0.00% |
YTD |
|
|
-20.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.030 |
1M High / 1M Low: |
0.050 |
0.004 |
6M High / 6M Low: |
0.120 |
0.002 |
High (YTD): |
2024-02-02 |
0.080 |
Low (YTD): |
2024-03-28 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
882.47% |
Volatility 6M: |
|
610.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |