DZ Bank Put 80 BNR 19.12.2025
/ DE000DJ8EGL4
DZ Bank Put 80 BNR 19.12.2025/ DE000DJ8EGL4 /
| 2024-08-14 7:34:36 PM |
Chg.+0.070 |
Bid2024-08-14 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
+3.85% |
1.890
Bid Size: 20,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
80.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
DJ8EGL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.59 |
| Time value: |
0.23 |
| Break-even: |
61.80 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-2.08 |
| Rho: |
-0.76 |
Quote data
| Open: |
1.810 |
| High: |
1.970 |
| Low: |
1.810 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.18% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
+33.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.780 |
| 1M High / 1M Low: |
1.900 |
1.670 |
| 6M High / 6M Low: |
1.900 |
0.730 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.14% |
| Volatility 6M: |
|
74.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
