DZ Bank Call 80 BNR 19.12.2025/  DE000DJ8EGC3  /

Frankfurt Zert./DZB
2024-07-31  11:35:02 AM Chg.+0.030 Bid2024-07-31 Ask- Underlying Strike price Expiration date Option type
0.340EUR +9.68% 0.340
Bid Size: 50,000
-
Ask Size: -
BRENNTAG SE NA O.N. 80.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EGC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.27
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.41
Time value: 0.31
Break-even: 83.10
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.18
Spread abs.: -0.01
Spread %: -3.13%
Delta: 0.33
Theta: -0.01
Omega: 6.95
Rho: 0.26
 

Quote data

Open: 0.320
High: 0.350
Low: 0.320
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month  
+41.67%
3 Months
  -54.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.320 0.230
6M High / 6M Low: 1.420 0.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.676
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.25%
Volatility 6M:   131.99%
Volatility 1Y:   -
Volatility 3Y:   -