DZ Bank Call 50 BNP 20.12.2024
/ DE000DJ52LR2
DZ Bank Call 50 BNP 20.12.2024/ DE000DJ52LR2 /
| 7/12/2024 9:03:17 AM |
Chg.0.00 |
Bid6:47:20 PM |
Ask6:47:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
0.00% |
1.35
Bid Size: 12,000 |
1.40
Ask Size: 12,000 |
BNP PARIBAS INH. ... |
50.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.93% |
| 1 Month |
|
|
+3.82% |
| 3 Months |
|
|
-16.05% |
| YTD |
|
|
-5.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.27 |
| 1M High / 1M Low: |
1.51 |
1.10 |
| 6M High / 6M Low: |
2.24 |
0.57 |
| High (YTD): |
5/20/2024 |
2.24 |
| Low (YTD): |
2/14/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.28% |
| Volatility 6M: |
|
108.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
