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DZ Bank Call 3.5 BVB 20.12.2024/  DE000DJ5FH27  /

Frankfurt Zert./DZB
04/11/2024  09:34:47 Chg.+0.050 Bid04/11/2024 Ask04/11/2024 Underlying Strike price Expiration date Option type
0.190EUR +35.71% 0.200
Bid Size: 15,000		 0.230
Ask Size: 15,000		 BORUSSIA DORTMUND 3.50 - 20/12/2024 Call
 

Master data

WKN: DJ5FH2
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 20/12/2024
Issue date: 29/09/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.25
Parity: -0.10
Time value: 0.24
Break-even: 3.74
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 1.06
Spread abs.: 0.09
Spread %: 60.00%
Delta: 0.49
Theta: 0.00
Omega: 6.98
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -29.63%
3 Months
  -38.71%
YTD
  -67.80%
1 Year
  -74.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.890 0.140
High (YTD): 28/05/2024 0.890
Low (YTD): 01/11/2024 0.140
52W High: 28/05/2024 0.890
52W Low: 01/11/2024 0.140
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   231.49%
Volatility 6M:   161.54%
Volatility 1Y:   145.66%
Volatility 3Y:   -