DZ Bank Call 4.25 BVB 20.12.2024
/ DE000DJ39UQ2
DZ Bank Call 4.25 BVB 20.12.2024/ DE000DJ39UQ2 /
8/23/2024 6:11:45 PM |
Chg.-0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
BORUSSIA DORTMUND |
4.25 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ39UQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BORUSSIA DORTMUND |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.25 - |
Maturity: |
12/20/2024 |
Issue date: |
7/20/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
-0.50 |
Time value: |
0.17 |
Break-even: |
4.42 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.09 |
Spread %: |
112.50% |
Delta: |
0.34 |
Theta: |
0.00 |
Omega: |
7.59 |
Rho: |
0.00 |
Quote data
Open: |
0.080 |
High: |
0.120 |
Low: |
0.080 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.27% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
-78.38% |
YTD |
|
|
-71.43% |
1 Year |
|
|
-91.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.080 |
1M High / 1M Low: |
0.120 |
0.050 |
6M High / 6M Low: |
0.440 |
0.050 |
High (YTD): |
5/28/2024 |
0.440 |
Low (YTD): |
8/6/2024 |
0.050 |
52W High: |
8/30/2023 |
0.970 |
52W Low: |
8/6/2024 |
0.050 |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.252 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
382.55% |
Volatility 6M: |
|
260.37% |
Volatility 1Y: |
|
226.20% |
Volatility 3Y: |
|
- |