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DZ Bank Call 72.5 BNR 20.06.2025/  DE000DJ39UW0  /

EUWAX
9/4/2024  1:05:14 PM Chg.-0.010 Bid1:35:19 PM Ask1:35:19 PM Underlying Strike price Expiration date Option type
0.380EUR -2.56% 0.380
Bid Size: 50,000		 -
Ask Size: -		 BRENNTAG SE NA O.N. 72.50 EUR 6/20/2025 Call
 

Master data

WKN: DJ39UW
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 6/20/2025
Issue date: 7/20/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.55
Time value: 0.39
Break-even: 76.40
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.44
Theta: -0.01
Omega: 7.55
Rho: 0.20
 

Quote data

Open: 0.370
High: 0.390
Low: 0.370
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month  
+2.70%
3 Months  
+5.56%
YTD
  -76.54%
1 Year
  -68.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.420 0.270
6M High / 6M Low: 1.730 0.270
High (YTD): 3/1/2024 1.760
Low (YTD): 8/16/2024 0.270
52W High: 3/1/2024 1.760
52W Low: 8/16/2024 0.270
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.941
Avg. volume 1Y:   0.000
Volatility 1M:   158.41%
Volatility 6M:   127.41%
Volatility 1Y:   104.81%
Volatility 3Y:   -