DZ Bank Call 67.5 BNR 20.09.2024/  DE000DJ5LEN6  /

EUWAX
2024-07-05  6:11:05 PM Chg.+0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 67.50 EUR 2024-09-20 Call
 

Master data

WKN: DJ5LEN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 67.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-23
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -0.35
Time value: 0.18
Break-even: 69.30
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.37
Theta: -0.02
Omega: 13.18
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -17.65%
3 Months
  -86.54%
YTD
  -92.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: 1.910 0.100
High (YTD): 2024-03-01 1.910
Low (YTD): 2024-07-02 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.22%
Volatility 6M:   155.46%
Volatility 1Y:   -
Volatility 3Y:   -