DZ Bank Call 55 BNP 20.09.2024
/ DE000DJ5F2B3
DZ Bank Call 55 BNP 20.09.2024/ DE000DJ5F2B3 /
| 9/18/2024 9:05:41 AM |
Chg.+0.020 |
Bid7:39:07 PM |
Ask7:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
0.910
Bid Size: 12,000 |
0.990
Ask Size: 12,000 |
BNP PARIBAS INH. ... |
55.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5F2B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.23 |
| Parity: |
0.95 |
| Time value: |
0.03 |
| Break-even: |
64.70 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.08 |
| Spread %: |
8.99% |
| Delta: |
0.93 |
| Theta: |
-0.25 |
| Omega: |
6.17 |
| Rho: |
0.00 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.48% |
| 1 Month |
|
|
+53.33% |
| 3 Months |
|
|
+29.58% |
| YTD |
|
|
-6.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.770 |
| 1M High / 1M Low: |
0.900 |
0.650 |
| 6M High / 6M Low: |
1.740 |
0.390 |
| High (YTD): |
5/20/2024 |
1.740 |
| Low (YTD): |
2/14/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.62% |
| Volatility 6M: |
|
163.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
