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DZ Bank Call 72.5 BNR 20.06.2025/  DE000DJ39UW0  /

EUWAX
29/07/2024  18:11:49 Chg.0.000 Bid29/07/2024 Ask29/07/2024 Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.350
Bid Size: 20,000		 -
Ask Size: -		 BRENNTAG SE NA O.N. 72.50 EUR 20/06/2025 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: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.79
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.67
Time value: 0.35
Break-even: 76.00
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.41
Theta: -0.01
Omega: 7.73
Rho: 0.21
 

Quote data

Open: 0.350
High: 0.350
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month  
+16.67%
3 Months
  -64.29%
YTD
  -78.40%
1 Year
  -66.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.350 0.270
6M High / 6M Low: 1.760 0.270
High (YTD): 01/03/2024 1.760
Low (YTD): 15/07/2024 0.270
52W High: 01/03/2024 1.760
52W Low: 15/07/2024 0.270
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   1.014
Avg. volume 1Y:   0.000
Volatility 1M:   135.64%
Volatility 6M:   113.52%
Volatility 1Y:   94.82%
Volatility 3Y:   -