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DZ Bank Call 77.5 BNR 20.09.2024/  DE000DJ20T35  /

Frankfurt Zert./DZB
2024-07-30  4:04:53 PM Chg.+0.007 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.036EUR +24.14% 0.036
Bid Size: 50,000		 0.046
Ask Size: 50,000		 BRENNTAG SE NA O.N. 77.50 EUR 2024-09-20 Call
 

Master data

WKN: DJ20T3
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 77.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 95.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -1.18
Time value: 0.07
Break-even: 78.19
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.39
Spread abs.: 0.04
Spread %: 137.93%
Delta: 0.15
Theta: -0.02
Omega: 14.27
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.045
Low: 0.029
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.14%
1 Month
  -12.20%
3 Months
  -87.59%
YTD
  -96.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.029
1M High / 1M Low: 0.043 0.007
6M High / 6M Low: 1.110 0.007
High (YTD): 2024-03-01 1.110
Low (YTD): 2024-07-08 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,152.40%
Volatility 6M:   608.63%
Volatility 1Y:   -
Volatility 3Y:   -