DZ Bank Call 3.75 BVB 20.06.2025
/ DE000DJ27ZP8
DZ Bank Call 3.75 BVB 20.06.2025/ DE000DJ27ZP8 /
| 23/08/2024 21:34:39 |
Chg.+0.010 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
0.470
Bid Size: 1,500 |
0.560
Ask Size: 1,500 |
BORUSSIA DORTMUND |
3.75 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ27ZP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BORUSSIA DORTMUND |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
20/06/2025 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.00 |
| Time value: |
0.56 |
| Break-even: |
4.31 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
19.15% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
4.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.520 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
+17.50% |
| 3 Months |
|
|
-42.68% |
| YTD |
|
|
-25.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 6M High / 6M Low: |
0.920 |
0.320 |
| High (YTD): |
28/05/2024 |
0.920 |
| Low (YTD): |
06/08/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.51% |
| Volatility 6M: |
|
114.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
