DZ Bank Call 77.5 BNR 21.06.2024
/ DE000DJ3J2J4
DZ Bank Call 77.5 BNR 21.06.2024/ DE000DJ3J2J4 /
| 2024-05-24 9:34:45 PM |
Chg.0.000 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 5,000 |
0.081
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
77.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3J2J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
80.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
-1.24 |
| Time value: |
0.08 |
| Break-even: |
78.31 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
11.20 |
| Spread abs.: |
0.08 |
| Spread %: |
8,000.00% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
12.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.023 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-96.97% |
| 1 Month |
|
|
-99.09% |
| 3 Months |
|
|
-99.87% |
| YTD |
|
|
-99.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.001 |
| 1M High / 1M Low: |
0.230 |
0.001 |
| 6M High / 6M Low: |
1.020 |
0.001 |
| High (YTD): |
2024-03-01 |
1.020 |
| Low (YTD): |
2024-05-24 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,174.37% |
| Volatility 6M: |
|
870.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
