DZ Bank Call 50 BNP 20.12.2024
/ DE000DJ52LR2
DZ Bank Call 50 BNP 20.12.2024/ DE000DJ52LR2 /
| 12/07/2024 21:04:45 |
Chg.+0.030 |
Bid21:20:50 |
Ask21:20:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+2.26% |
1.360
Bid Size: 12,000 |
1.410
Ask Size: 12,000 |
BNP PARIBAS INH. ... |
50.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ52LR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.20 |
| Time value: |
0.18 |
| Break-even: |
63.80 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
3.76% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.18 |
Quote data
| Open: |
1.360 |
| High: |
1.390 |
| Low: |
1.330 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+2.26% |
| 3 Months |
|
|
-9.33% |
| YTD |
|
|
-5.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.250 |
| 1M High / 1M Low: |
1.530 |
1.070 |
| 6M High / 6M Low: |
2.280 |
0.560 |
| High (YTD): |
20/05/2024 |
2.280 |
| Low (YTD): |
13/02/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.25% |
| Volatility 6M: |
|
109.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
