DZ Bank Call 65 BNR 20.09.2024
/ DE000DJ20TZ5
DZ Bank Call 65 BNR 20.09.2024/ DE000DJ20TZ5 /
| 6/14/2024 9:34:51 PM |
Chg.-0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
0.310
Bid Size: 5,000 |
0.350
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
65.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ20TZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.00 |
| Time value: |
0.35 |
| Break-even: |
68.50 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
10.31 |
| Rho: |
0.09 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-55.07% |
| 3 Months |
|
|
-79.05% |
| YTD |
|
|
-84.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.690 |
0.290 |
| 6M High / 6M Low: |
2.180 |
0.290 |
| High (YTD): |
3/1/2024 |
2.180 |
| Low (YTD): |
6/4/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.47% |
| Volatility 6M: |
|
117.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
