DZ Bank Call 3.5 BVB 20.06.2025
/ DE000DJ49900
DZ Bank Call 3.5 BVB 20.06.2025/ DE000DJ49900 /
| 9/27/2024 5:06:45 PM |
Chg.+0.020 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
BORUSSIA DORTMUND |
3.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4990 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.19 |
| Break-even: |
3.86 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
33.33% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.270 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
-6.45% |
| 1 Year |
|
|
-9.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.250 |
| 6M High / 6M Low: |
0.380 |
0.220 |
| High (YTD): |
5/28/2024 |
0.380 |
| Low (YTD): |
3/28/2024 |
0.220 |
| 52W High: |
5/28/2024 |
0.380 |
| 52W Low: |
3/28/2024 |
0.220 |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.289 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.94% |
| Volatility 6M: |
|
74.84% |
| Volatility 1Y: |
|
64.06% |
| Volatility 3Y: |
|
- |
