DZ Bank Call 77.5 BNR 21.03.2025
/ DE000DQ2NEC3
DZ Bank Call 77.5 BNR 21.03.2025/ DE000DQ2NEC3 /
| 2024-09-26 4:06:46 PM |
Chg.+0.036 |
Bid4:25:34 PM |
Ask4:25:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+85.71% |
0.078
Bid Size: 50,000 |
0.088
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
77.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2NEC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.61 |
| Time value: |
0.08 |
| Break-even: |
78.31 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
97.56% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
11.12 |
| Rho: |
0.04 |
Quote data
| Open: |
0.046 |
| High: |
0.078 |
| Low: |
0.046 |
| Previous Close: |
0.042 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.09% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-51.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.042 |
| 1M High / 1M Low: |
0.180 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
