DZ Bank Call 3.5 BVB 20.12.2024
/ DE000DJ5DKE9
DZ Bank Call 3.5 BVB 20.12.2024/ DE000DJ5DKE9 /
| 10/4/2024 6:09:15 PM |
Chg.-0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
BORUSSIA DORTMUND |
3.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ5DKE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.17 |
| Time value: |
0.14 |
| Break-even: |
3.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
42.86% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
8.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
-12.00% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
-29.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.200 |
| 6M High / 6M Low: |
0.380 |
0.160 |
| High (YTD): |
5/28/2024 |
0.380 |
| Low (YTD): |
8/6/2024 |
0.160 |
| 52W High: |
5/28/2024 |
0.380 |
| 52W Low: |
8/6/2024 |
0.160 |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
129.93% |
| Volatility 6M: |
|
114.69% |
| Volatility 1Y: |
|
94.87% |
| Volatility 3Y: |
|
- |
