DZ Bank Call 55 BNR 21.03.2025
/ DE000DQ93L93
DZ Bank Call 55 BNR 21.03.2025/ DE000DQ93L93 /
| 1/10/2025 11:06:04 AM |
Chg.-0.010 |
Bid11:42:12 AM |
Ask11:42:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.450
Bid Size: 60,000 |
0.460
Ask Size: 60,000 |
BRENNTAG SE NA O.N. |
55.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ93L9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.20 |
| Time value: |
0.26 |
| Break-even: |
59.60 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
7.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.420 |
| High: |
0.430 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.24% |
| 1 Month |
|
|
-51.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
-24.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
0.890 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.570 |
| Low (YTD): |
1/9/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |