DZ Bank Call 72.5 BNR 20.06.2025
/ DE000DJ39UW0
DZ Bank Call 72.5 BNR 20.06.2025/ DE000DJ39UW0 /
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: |
|
- |