DZ Bank Call 77.5 BNR 20.12.2024
/ DE000DJ4KXD2
DZ Bank Call 77.5 BNR 20.12.2024/ DE000DJ4KXD2 /
| 2024-06-27 6:09:46 PM |
Chg.0.000 |
Bid2024-06-27 |
Ask2024-06-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.090
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
77.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4KXD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.34 |
| Time value: |
0.13 |
| Break-even: |
78.80 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.04 |
| Spread %: |
44.44% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
10.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.088 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-86.57% |
| YTD |
|
|
-91.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.150 |
0.090 |
| 6M High / 6M Low: |
1.210 |
0.090 |
| High (YTD): |
2024-03-01 |
1.210 |
| Low (YTD): |
2024-06-26 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.15% |
| Volatility 6M: |
|
160.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
