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DZ Bank Call 4 BVB 20.12.2024/  DE000DW808A6  /

Frankfurt Zert./DZB
23/07/2024  10:04:33 Chg.+0.040 Bid23/07/2024 Ask23/07/2024 Underlying Strike price Expiration date Option type
0.220EUR +22.22% 0.220
Bid Size: 15,000		 0.250
Ask Size: 15,000		 BORUSSIA DORTMUND 4.00 - 20/12/2024 Call
 

Master data

WKN: DW808A
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -0.33
Time value: 0.27
Break-even: 4.27
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.44
Spread abs.: 0.09
Spread %: 50.00%
Delta: 0.44
Theta: 0.00
Omega: 6.03
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.230
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+83.33%
3 Months
  -29.03%
YTD
  -38.89%
1 Year
  -76.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 0.570 0.120
High (YTD): 28/05/2024 0.570
Low (YTD): 25/06/2024 0.120
52W High: 30/08/2023 1.110
52W Low: 25/06/2024 0.120
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.410
Avg. volume 1Y:   3.922
Volatility 1M:   149.19%
Volatility 6M:   194.99%
Volatility 1Y:   166.24%
Volatility 3Y:   -