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DZ Bank Call 3.5 BVB 20.12.2024/  DE000DJ5FH27  /

Frankfurt Zert./DZB
2024-10-02  9:34:45 PM Chg.+0.010 Bid2024-10-02 Ask2024-10-02 Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.300
Bid Size: 3,750		 0.380
Ask Size: 3,750		 BORUSSIA DORTMUND 3.50 - 2024-12-20 Call
 

Master data

WKN: DJ5FH2
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-20
Issue date: 2023-09-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.75
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.18
Implied volatility: 0.47
Historic volatility: 0.26
Parity: 0.18
Time value: 0.25
Break-even: 3.92
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.35
Spread abs.: 0.09
Spread %: 27.27%
Delta: 0.64
Theta: 0.00
Omega: 5.63
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.380
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -14.29%
3 Months
  -23.08%
YTD
  -49.15%
1 Year
  -65.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.410 0.250
6M High / 6M Low: 0.890 0.250
High (YTD): 2024-05-28 0.890
Low (YTD): 2024-09-23 0.250
52W High: 2024-05-28 0.890
52W Low: 2024-09-23 0.250
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.502
Avg. volume 1Y:   0.000
Volatility 1M:   165.21%
Volatility 6M:   148.24%
Volatility 1Y:   131.98%
Volatility 3Y:   -