DZ Bank Call 3.5 BVB 21.03.2025
/ DE000DQ2ND52
DZ Bank Call 3.5 BVB 21.03.2025/ DE000DQ2ND52 /
| 02/10/2024 18:13:44 |
Chg.+0.020 |
Bid19:59:04 |
Ask19:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.390
Bid Size: 3,750 |
0.470
Ask Size: 3,750 |
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: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.34 |
| Break-even: |
4.01 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
21.43% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
4.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.450 |
| Low: |
0.390 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-15.22% |
| 3 Months |
|
|
-22.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.490 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
