DZ Bank Call 80 BNR 21.03.2025/  DE000DQ2NED1  /

Frankfurt Zert./DZB
2024-08-02  9:35:04 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.150EUR +36.36% 0.150
Bid Size: 5,000
0.190
Ask Size: 5,000
BRENNTAG SE NA O.N. 80.00 EUR 2025-03-21 Call
 

Master data

WKN: DQ2NED
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.37
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.49
Time value: 0.15
Break-even: 81.50
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.22
Theta: -0.01
Omega: 9.35
Rho: 0.08
 

Quote data

Open: 0.100
High: 0.150
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months
  -72.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.140 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -