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DZ Bank Put 4 BVB 20.06.2025/  DE000DJ30U30  /

Frankfurt Zert./DZB
11/4/2024  12:04:58 PM Chg.-0.040 Bid11/4/2024 Ask11/4/2024 Underlying Strike price Expiration date Option type
0.740EUR -5.13% 0.740
Bid Size: 15,000		 0.770
Ask Size: 15,000		 BORUSSIA DORTMUND 4.00 - 6/20/2025 Put
 

Master data

WKN: DJ30U3
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 6/20/2025
Issue date: 7/12/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -3.91
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.60
Implied volatility: 0.50
Historic volatility: 0.25
Parity: 0.60
Time value: 0.27
Break-even: 3.13
Moneyness: 1.18
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 11.54%
Delta: -0.57
Theta: 0.00
Omega: -2.21
Rho: -0.02
 

Quote data

Open: 0.730
High: 0.760
Low: 0.730
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.31%
3 Months  
+10.45%
YTD
  -6.33%
1 Year  
+13.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.740
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 0.780 0.470
High (YTD): 3/26/2024 0.910
Low (YTD): 5/8/2024 0.470
52W High: 3/26/2024 0.910
52W Low: 5/8/2024 0.470
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   0.683
Avg. volume 1Y:   0.000
Volatility 1M:   58.11%
Volatility 6M:   73.68%
Volatility 1Y:   68.40%
Volatility 3Y:   -