DZ Bank Call 82.5 BNR 20.09.2024/  DE000DJ6Q8B6  /

Frankfurt Zert./DZB
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:   -