DZ Bank Call 77.5 BNR 20.12.2024
/ DE000DJ4KXD2
DZ Bank Call 77.5 BNR 20.12.2024/ DE000DJ4KXD2 /
| 28/06/2024 18:09:37 |
Chg.0.000 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
77.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.45 |
| Time value: |
0.13 |
| Break-even: |
78.80 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
44.44% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
9.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.081 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-85.71% |
| YTD |
|
|
-91.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.090 |
| 1M High / 1M Low: |
0.140 |
0.090 |
| 6M High / 6M Low: |
1.210 |
0.090 |
| High (YTD): |
01/03/2024 |
1.210 |
| Low (YTD): |
28/06/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.44% |
| Volatility 6M: |
|
161.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
