DZ Bank Call 82.5 BNR 20.09.2024
/ DE000DJ6Q8B6
DZ Bank Call 82.5 BNR 20.09.2024/ DE000DJ6Q8B6 /
| 2024-07-26 9:34:39 PM |
Chg.+0.021 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+300.00% |
0.028
Bid Size: 5,000 |
0.068
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
82.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6Q8B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
96.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.18 |
| Parity: |
-1.67 |
| Time value: |
0.07 |
| Break-even: |
83.18 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
3.75 |
| Spread abs.: |
0.04 |
| Spread %: |
142.86% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
12.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.007 |
| High: |
0.043 |
| Low: |
0.007 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+600.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-81.33% |
| YTD |
|
|
-95.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.005 |
| 1M High / 1M Low: |
0.028 |
0.001 |
| 6M High / 6M Low: |
0.770 |
0.001 |
| High (YTD): |
2024-03-01 |
0.770 |
| Low (YTD): |
2024-07-17 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,339.99% |
| Volatility 6M: |
|
5,440.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
