DZ Bank Call 3.5 BVB 20.06.2025
/ DE000DJ49900
DZ Bank Call 3.5 BVB 20.06.2025/ DE000DJ49900 /
| 8/8/2024 8:26:02 AM |
Chg.-0.020 |
Bid10:04:43 AM |
Ask10:04:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.280
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
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: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.26 |
| Parity: |
0.07 |
| Time value: |
0.28 |
| Break-even: |
3.84 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
36.00% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
6.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-31.43% |
| YTD |
|
|
-22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.320 |
0.230 |
| 6M High / 6M Low: |
0.380 |
0.220 |
| High (YTD): |
5/28/2024 |
0.380 |
| Low (YTD): |
3/28/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.56% |
| Volatility 6M: |
|
69.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
