DZ Bank Put 4 BVB 21.03.2025/  DE000DQ28BR8  /

EUWAX
2024-11-04  6:09:42 PM Chg.-0.030 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.700EUR -4.11% 0.700
Bid Size: 1,500
0.790
Ask Size: 1,500
BORUSSIA DORTMUND 4.00 EUR 2025-03-21 Put
 

Master data

WKN: DQ28BR
Issuer: DZ Bank AG
Currency: EUR
Underlying: BORUSSIA DORTMUND
Type: Warrant
Option type: Put
Strike price: 4.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-03
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.20
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.54
Historic volatility: 0.25
Parity: 0.60
Time value: 0.21
Break-even: 3.19
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 12.50%
Delta: -0.61
Theta: 0.00
Omega: -2.57
Rho: -0.01
 

Quote data

Open: 0.680
High: 0.700
Low: 0.680
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.45%
1 Month  
+29.63%
3 Months  
+18.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.680
1M High / 1M Low: 0.730 0.540
6M High / 6M Low: 0.740 0.410
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.20%
Volatility 6M:   91.31%
Volatility 1Y:   -
Volatility 3Y:   -