DZ Bank Call 3.5 BVB 21.03.2025
/ DE000DQ2ND52
DZ Bank Call 3.5 BVB 21.03.2025/ DE000DQ2ND52 /
| 04/11/2024 09:04:49 |
Chg.+0.070 |
Bid09:06:51 |
Ask09:06:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+38.89% |
0.240
Bid Size: 15,000 |
0.270
Ask Size: 15,000 |
BORUSSIA DORTMUND |
3.50 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2ND5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.10 |
| Time value: |
0.29 |
| Break-even: |
3.79 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
45.00% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
6.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-32.43% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
0.370 |
0.180 |
| 6M High / 6M Low: |
0.990 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.57% |
| Volatility 6M: |
|
122.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
