DZ Bank Call 77.5 BNR 19.12.2025
/ DE000DQ2HGC0
DZ Bank Call 77.5 BNR 19.12.2025/ DE000DQ2HGC0 /
| 11/12/2024 8:16:52 AM |
Chg.-0.030 |
Bid11/12/2024 |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.130
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
77.50 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DQ2HGC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-1.65 |
| Time value: |
0.19 |
| Break-even: |
79.40 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
7.71 |
| Rho: |
0.14 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-51.85% |
| 3 Months |
|
|
-55.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
1.020 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
827.762 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
167.863 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.02% |
| Volatility 6M: |
|
162.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
