DZ Bank Call 50 BNP 20.12.2024
/ DE000DJ52LR2
DZ Bank Call 50 BNP 20.12.2024/ DE000DJ52LR2 /
| 10/15/2024 9:03:43 AM |
Chg.+0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.32 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
1.29 |
| Time value: |
0.11 |
| Break-even: |
64.00 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
6.06% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.08 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.23 |
| 1M High / 1M Low: |
1.61 |
1.13 |
| 6M High / 6M Low: |
2.24 |
0.90 |
| High (YTD): |
5/20/2024 |
2.24 |
| Low (YTD): |
2/14/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.20% |
| Volatility 6M: |
|
99.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
