DZ Bank Call 50 BNP 20.09.2024
/ DE000DJ52LQ4
DZ Bank Call 50 BNP 20.09.2024/ DE000DJ52LQ4 /
| 31/07/2024 21:34:51 |
Chg.-0.090 |
Bid21:58:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
50.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ52LQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
31/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.23 |
| Parity: |
1.26 |
| Time value: |
0.10 |
| Break-even: |
63.60 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
4.03 |
| Rho: |
0.02 |
Quote data
| Open: |
1.460 |
| High: |
1.470 |
| Low: |
1.340 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-27.42% |
| YTD |
|
|
-4.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.350 |
1.350 |
| 6M High / 6M Low: |
2.290 |
0.680 |
| High (YTD): |
20/05/2024 |
2.290 |
| Low (YTD): |
13/02/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
106.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
