DZ Bank Call 90 BNR 20.12.2024
/ DE000DW808M1
DZ Bank Call 90 BNR 20.12.2024/ DE000DW808M1 /
09/10/2024 11:04:05 |
Chg.+0.020 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+2000.00% |
0.021 Bid Size: 75,000 |
0.041 Ask Size: 75,000 |
BRENNTAG SE NA O.N. |
90.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW808M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2023 |
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: |
0.56 |
Historic volatility: |
0.21 |
Parity: |
-2.55 |
Time value: |
0.08 |
Break-even: |
90.81 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
4.68 |
Spread abs.: |
0.08 |
Spread %: |
8,000.00% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
9.17 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.021 |
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 |
|
|
+250.00% |
YTD |
|
|
-95.80% |
1 Year |
|
|
-91.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.006 |
0.001 |
6M High / 6M Low: |
0.200 |
0.001 |
High (YTD): |
01/03/2024 |
0.550 |
Low (YTD): |
08/10/2024 |
0.001 |
52W High: |
01/03/2024 |
0.550 |
52W Low: |
08/10/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.042 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.180 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,763.08% |
Volatility 6M: |
|
3,878.71% |
Volatility 1Y: |
|
2,762.16% |
Volatility 3Y: |
|
- |