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DZ Bank Call 55 BNP 20.12.2024/  DE000DJ0S0J0  /

Frankfurt Zert./DZB
2024-06-27  10:04:45 AM Chg.-0.010 Bid10:10:28 AM Ask10:10:28 AM Underlying Strike price Expiration date Option type
0.830EUR -1.19% 0.830
Bid Size: 50,000		 0.840
Ask Size: 50,000		 BNP PARIBAS INH. ... 55.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S0J
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.53
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.53
Time value: 0.33
Break-even: 63.50
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.25%
Delta: 0.73
Theta: -0.02
Omega: 5.20
Rho: 0.17
 

Quote data

Open: 0.850
High: 0.850
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month
  -41.13%
3 Months
  -21.70%
YTD
  -19.42%
1 Year  
+9.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.760
1M High / 1M Low: 1.470 0.710
6M High / 6M Low: 1.780 0.280
High (YTD): 2024-05-20 1.780
Low (YTD): 2024-02-13 0.280
52W High: 2024-05-20 1.780
52W Low: 2024-02-13 0.280
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   1.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.953
Avg. volume 6M:   0.000
Avg. price 1Y:   0.894
Avg. volume 1Y:   0.000
Volatility 1M:   160.15%
Volatility 6M:   135.71%
Volatility 1Y:   116.53%
Volatility 3Y:   -