DZ Bank Call 55 BNP 20.09.2024
/ DE000DJ5F2B3
DZ Bank Call 55 BNP 20.09.2024/ DE000DJ5F2B3 /
09/08/2024 21:35:19 |
Chg.-0.050 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-9.26% |
0.490 Bid Size: 6,000 |
0.590 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
55.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
18/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
0.43 |
Time value: |
0.17 |
Break-even: |
60.90 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.10 |
Spread %: |
20.41% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
7.39 |
Rho: |
0.04 |
Quote data
Open: |
0.550 |
High: |
0.590 |
Low: |
0.470 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.97% |
1 Month |
|
|
-37.18% |
3 Months |
|
|
-69.18% |
YTD |
|
|
-50.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.470 |
1M High / 1M Low: |
1.000 |
0.470 |
6M High / 6M Low: |
1.780 |
0.220 |
High (YTD): |
20/05/2024 |
1.780 |
Low (YTD): |
13/02/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.904 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.78% |
Volatility 6M: |
|
156.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |