DZ Bank Call 77.5 BNR 20.12.2024
/ DE000DJ4KXD2
DZ Bank Call 77.5 BNR 20.12.2024/ DE000DJ4KXD2 /
| 7/12/2024 6:14:33 PM |
Chg.+0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
77.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/2/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.36 |
| Time value: |
0.12 |
| Break-even: |
78.70 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.04 |
| Spread %: |
50.00% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
10.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.070 |
| High: |
0.080 |
| Low: |
0.065 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-85.71% |
| YTD |
|
|
-92.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.050 |
| 1M High / 1M Low: |
0.120 |
0.050 |
| 6M High / 6M Low: |
1.210 |
0.050 |
| High (YTD): |
3/1/2024 |
1.210 |
| Low (YTD): |
7/8/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.35% |
| Volatility 6M: |
|
193.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
