DZ Bank Call 52 BNP 20.12.2024
/ DE000DJ0S0H4
DZ Bank Call 52 BNP 20.12.2024/ DE000DJ0S0H4 /
| 2024-06-28 9:06:42 AM |
Chg.-0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-1.87% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.26 |
| Break-even: |
62.10 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.67 |
| Rho: |
0.18 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-35.58% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-17.32% |
| 1 Year |
|
|
-1.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.03 |
| 1M High / 1M Low: |
1.80 |
0.95 |
| 6M High / 6M Low: |
2.05 |
0.44 |
| 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: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
137.28% |
| Volatility 6M: |
|
121.16% |
| Volatility 1Y: |
|
104.56% |
| Volatility 3Y: |
|
- |
