DZ Bank Call 3.5 BVB 20.09.2024
/ DE000DJ20TR2
DZ Bank Call 3.5 BVB 20.09.2024/ DE000DJ20TR2 /
| 2024-07-22 9:34:45 PM |
Chg.-0.040 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.300
Bid Size: 1,500 |
0.390
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20TR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
0.25 |
| Time value: |
0.19 |
| Break-even: |
3.93 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
26.47% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
5.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.410 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.400 |
0.190 |
| 6M High / 6M Low: |
0.780 |
0.190 |
| High (YTD): |
2024-05-28 |
0.780 |
| Low (YTD): |
2024-06-25 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.390 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.25% |
| Volatility 6M: |
|
171.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
