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DZ Bank Call 67.5 BNR 20.12.2024/  DE000DJ39UT6  /

EUWAX
2024-07-26  6:11:53 PM Chg.+0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.340EUR +13.33% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 67.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ39UT
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 67.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.31
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.17
Time value: 0.38
Break-even: 71.30
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.50
Theta: -0.02
Omega: 8.70
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.340
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+21.43%
3 Months
  -66.99%
YTD
  -81.32%
1 Year
  -70.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.340 0.240
6M High / 6M Low: 1.980 0.240
High (YTD): 2024-03-01 1.980
Low (YTD): 2024-07-15 0.240
52W High: 2024-03-01 1.980
52W Low: 2024-07-15 0.240
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.949
Avg. volume 6M:   0.000
Avg. price 1Y:   1.125
Avg. volume 1Y:   0.000
Volatility 1M:   168.37%
Volatility 6M:   124.72%
Volatility 1Y:   100.99%
Volatility 3Y:   -