DZ Bank Call 6 BVB 20.12.2024/  DE000DW83J83  /

Frankfurt Zert./DZB
2024-05-15  9:34:55 PM Chg.+0.010 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.050EUR +25.00% 0.040
Bid Size: 1,500
0.130
Ask Size: 1,500
BORUSSIA DORTMUND 6.00 - 2024-12-20 Call
 

Master data

WKN: DW83J8
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.73
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -2.01
Time value: 0.13
Break-even: 6.13
Moneyness: 0.67
Premium: 0.53
Premium p.a.: 1.04
Spread abs.: 0.09
Spread %: 225.00%
Delta: 0.19
Theta: 0.00
Omega: 5.86
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.080
Low: 0.050
Previous Close: 0.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+4900.00%
3 Months  
+25.00%
YTD     0.00%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.040
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 2024-05-10 0.060
Low (YTD): 2024-04-29 0.001
52W High: 2023-05-26 1.080
52W Low: 2024-04-29 0.001
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.119
Avg. volume 1Y:   0.000
Volatility 1M:   9,999.07%
Volatility 6M:   9,616.84%
Volatility 1Y:   6,797.58%
Volatility 3Y:   -