DZ Bank Call 72.5 BNR 20.09.2024
/ DE000DJ20T19
DZ Bank Call 72.5 BNR 20.09.2024/ DE000DJ20T19 /
2024-07-05 6:09:56 PM |
Chg.+0.016 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
+38.10% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
72.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20T1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
64.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.85 |
Time value: |
0.10 |
Break-even: |
73.49 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.04 |
Spread %: |
67.80% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
13.80 |
Rho: |
0.03 |
Quote data
Open: |
0.042 |
High: |
0.059 |
Low: |
0.042 |
Previous Close: |
0.042 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-35.56% |
3 Months |
|
|
-91.34% |
YTD |
|
|
-95.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.037 |
1M High / 1M Low: |
0.090 |
0.037 |
6M High / 6M Low: |
1.480 |
0.037 |
High (YTD): |
2024-03-01 |
1.480 |
Low (YTD): |
2024-07-02 |
0.037 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.670 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.99% |
Volatility 6M: |
|
203.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |