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DZ Bank Call 87.5 BNR 20.12.2024/  DE000DJ666A5  /

Frankfurt Zert./DZB
09/10/2024  09:35:07 Chg.+0.020 Bid09:52:07 Ask09:52:07 Underlying Strike price Expiration date Option type
0.021EUR +2000.00% 0.022
Bid Size: 50,000		 0.042
Ask Size: 50,000		 BRENNTAG SE NA O.N. 87.50 EUR 20/12/2024 Call
 

Master data

WKN: DJ666A
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 20/12/2024
Issue date: 04/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.21
Parity: -2.30
Time value: 0.08
Break-even: 88.31
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 3.93
Spread abs.: 0.08
Spread %: 8,000.00%
Delta: 0.12
Theta: -0.02
Omega: 9.61
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.025
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2000.00%
1 Month  
+2000.00%
3 Months  
+162.50%
YTD
  -96.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.250 0.001
High (YTD): 01/03/2024 0.670
Low (YTD): 08/10/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,792.45%
Volatility 6M:   7,007.46%
Volatility 1Y:   -
Volatility 3Y:   -