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DZ Bank Call 80 BNR 20.06.2025/  DE000DJ30U71  /

EUWAX
2024-07-29  5:04:58 PM Chg.+0.010 Bid5:35:47 PM Ask5:35:47 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.160
Bid Size: 20,000		 -
Ask Size: -		 BRENNTAG SE NA O.N. 80.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ30U7
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.11
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.42
Time value: 0.16
Break-even: 81.60
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.27
Spread abs.: -0.01
Spread %: -5.88%
Delta: 0.23
Theta: -0.01
Omega: 9.55
Rho: 0.12
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+13.33%
3 Months
  -73.02%
YTD
  -85.47%
1 Year
  -77.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.170 0.120
6M High / 6M Low: 1.260 0.120
High (YTD): 2024-03-01 1.260
Low (YTD): 2024-07-08 0.120
52W High: 2024-03-01 1.260
52W Low: 2024-07-08 0.120
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   199.87%
Volatility 6M:   146.21%
Volatility 1Y:   119.64%
Volatility 3Y:   -