DZ Bank Call 77.5 BNR 21.06.2024
/ DE000DJ3J2J4
DZ Bank Call 77.5 BNR 21.06.2024/ DE000DJ3J2J4 /
| 2024-05-23 8:22:46 AM |
Chg.+0.002 |
Bid10:35:12 AM |
Ask10:35:12 AM |
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 - |
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: |
73.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
-0.97 |
| Time value: |
0.09 |
| Break-even: |
78.42 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
5.24 |
| Spread abs.: |
0.08 |
| Spread %: |
666.67% |
| Delta: |
0.19 |
| Theta: |
-0.05 |
| Omega: |
14.01 |
| 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): |
2024-03-01 |
0.980 |
| Low (YTD): |
2024-05-22 |
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: |
|
- |
