DZ Bank Call 77.5 BNR 21.06.2024
/ DE000DJ3J2J4
DZ Bank Call 77.5 BNR 21.06.2024/ DE000DJ3J2J4 /
| 23/05/2024 08:22:46 |
Chg.+0.002 |
Bid09:15:22 |
Ask09:15:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
+18.18% |
0.020
Bid Size: 50,000 |
0.040
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
77.50 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
-0.85 |
| Time value: |
0.08 |
| Break-even: |
78.32 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
0.08 |
| Spread %: |
4,000.00% |
| Delta: |
0.19 |
| Theta: |
-0.04 |
| Omega: |
15.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.85% |
| 1 Month |
|
|
-92.78% |
| 3 Months |
|
|
-98.49% |
| YTD |
|
|
-98.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.011 |
| 1M High / 1M Low: |
0.220 |
0.011 |
| 6M High / 6M Low: |
0.980 |
0.011 |
| High (YTD): |
01/03/2024 |
0.980 |
| Low (YTD): |
22/05/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.84% |
| Volatility 6M: |
|
236.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
