DZ Bank Call 55 BNP 20.09.2024
/ DE000DJ5F2B3
DZ Bank Call 55 BNP 20.09.2024/ DE000DJ5F2B3 /
| 2024-07-26 9:18:07 AM |
Chg.+0.05 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
BNP PARIBAS INH. ... |
55.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
0.95 |
| Time value: |
0.16 |
| Break-even: |
66.10 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
9.90% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
4.78 |
| Rho: |
0.06 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-24.24% |
| YTD |
|
|
+2.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.90 |
| 1M High / 1M Low: |
1.00 |
0.70 |
| 6M High / 6M Low: |
1.74 |
0.23 |
| High (YTD): |
2024-05-20 |
1.74 |
| Low (YTD): |
2024-02-14 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.68% |
| Volatility 6M: |
|
169.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
