OverviewChartNewsTraderScreen

DZ Bank Call 3.75 BVB 20.12.2024/  DE000DJ27ZN3  /

EUWAX
04/11/2024  08:24:22 Chg.+0.015 Bid09:34:46 Ask09:34:46 Underlying Strike price Expiration date Option type
0.030EUR +100.00% 0.053
Bid Size: 15,000		 0.083
Ask Size: 15,000		 BORUSSIA DORTMUND 3.75 - 20/12/2024 Call
 

Master data

WKN: DJ27ZN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 3.75 -
Maturity: 20/12/2024
Issue date: 16/10/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 34.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -0.35
Time value: 0.10
Break-even: 3.85
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.57
Spread abs.: 0.09
Spread %: 900.00%
Delta: 0.31
Theta: 0.00
Omega: 10.49
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -76.92%
3 Months
  -85.71%
YTD
  -93.62%
1 Year
  -95.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.015
1M High / 1M Low: 0.130 0.015
6M High / 6M Low: 0.740 0.015
High (YTD): 28/05/2024 0.740
Low (YTD): 01/11/2024 0.015
52W High: 28/05/2024 0.740
52W Low: 01/11/2024 0.015
Avg. price 1W:   0.029
Avg. volume 1W:   800
Avg. price 1M:   0.061
Avg. volume 1M:   190.476
Avg. price 6M:   0.275
Avg. volume 6M:   30.769
Avg. price 1Y:   0.328
Avg. volume 1Y:   23.622
Volatility 1M:   330.73%
Volatility 6M:   230.18%
Volatility 1Y:   196.72%
Volatility 3Y:   -