DZ Bank Call 77.5 BNR 19.12.2025
/ DE000DQ2HGC0
DZ Bank Call 77.5 BNR 19.12.2025/ DE000DQ2HGC0 /
7/31/2024 12:06:21 PM |
Chg.+0.030 |
Bid7/31/2024 |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+9.38% |
0.350 Bid Size: 50,000 |
- Ask Size: - |
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: |
20.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-1.16 |
Time value: |
0.32 |
Break-even: |
80.70 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
7.30 |
Rho: |
0.28 |
Quote data
Open: |
0.330 |
High: |
0.350 |
Low: |
0.330 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
-58.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.300 |
1M High / 1M Low: |
0.330 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |