DZ Bank Call 80 BNR 19.12.2025
/ DE000DJ8EGC3
DZ Bank Call 80 BNR 19.12.2025/ DE000DJ8EGC3 /
| 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: |
|
- |
