DZ Bank Call 52 BNP 20.12.2024
/ DE000DJ0S0H4
DZ Bank Call 52 BNP 20.12.2024/ DE000DJ0S0H4 /
| 2024-11-08 12:45:20 PM |
Chg.-0.36 |
Bid2:09:10 PM |
Ask2:09:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.79EUR |
-31.30% |
0.80
Bid Size: 60,000 |
0.82
Ask Size: 60,000 |
BNP PARIBAS INH. ... |
52.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0S0H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
0.71 |
| Time value: |
0.13 |
| Break-even: |
60.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
10.67% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
5.78 |
| Rho: |
0.05 |
Quote data
| Open: |
0.78 |
| High: |
0.79 |
| Low: |
0.78 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.52% |
| 1 Month |
|
|
-24.04% |
| 3 Months |
|
|
-12.22% |
| YTD |
|
|
-37.80% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.09 |
| 1M High / 1M Low: |
1.52 |
0.99 |
| 6M High / 6M Low: |
2.05 |
0.72 |
| High (YTD): |
2024-05-20 |
2.05 |
| Low (YTD): |
2024-02-14 |
0.44 |
| 52W High: |
2024-05-20 |
2.05 |
| 52W Low: |
2024-02-14 |
0.44 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
132.17% |
| Volatility 6M: |
|
118.43% |
| Volatility 1Y: |
|
116.50% |
| Volatility 3Y: |
|
- |
