DZ Bank Call 75 BNR 21.03.2025
/ DE000DQ2NEB5
DZ Bank Call 75 BNR 21.03.2025/ DE000DQ2NEB5 /
| 26/09/2024 15:06:21 |
Chg.+0.030 |
Bid15:41:25 |
Ask15:41:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+50.00% |
0.110
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2NEB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-1.36 |
| Time value: |
0.10 |
| Break-even: |
76.00 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
66.67% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
10.99 |
| Rho: |
0.05 |
Quote data
| Open: |
0.070 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.060 |
| 1M High / 1M Low: |
0.240 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
