DZ Bank Call 70 BNR 20.09.2024
/ DE000DJ20T01
DZ Bank Call 70 BNR 20.09.2024/ DE000DJ20T01 /
| 2024-07-26 9:34:59 PM |
Chg.+0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+28.57% |
0.100
Bid Size: 5,000 |
0.140
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: |
46.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.42 |
| Time value: |
0.14 |
| Break-even: |
71.40 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
15.02 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.100 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-87.14% |
| YTD |
|
|
-94.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.070 |
| 1M High / 1M Low: |
0.090 |
0.040 |
| 6M High / 6M Low: |
1.740 |
0.040 |
| High (YTD): |
2024-03-01 |
1.740 |
| Low (YTD): |
2024-07-08 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.74% |
| Volatility 6M: |
|
221.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
