DZ Bank Call 70 BNR 20.09.2024/  DE000DJ20T01  /

Frankfurt Zert./DZB
2024-07-05  9:34:43 PM Chg.+0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.090EUR +28.57% 0.090
Bid Size: 5,000
0.130
Ask Size: 5,000
BRENNTAG SE NA O.N. 70.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20T0
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.58
Time value: 0.11
Break-even: 71.10
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.26
Theta: -0.02
Omega: 15.28
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.090
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -35.71%
3 Months
  -89.29%
YTD
  -94.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.150 0.060
6M High / 6M Low: 1.740 0.060
High (YTD): 2024-03-01 1.740
Low (YTD): 2024-07-02 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.69%
Volatility 6M:   161.09%
Volatility 1Y:   -
Volatility 3Y:   -