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DZ Bank Call 55 BNP 20.12.2024/  DE000DJ0S0J0  /

Frankfurt Zert./DZB
2024-07-26  9:34:57 PM Chg.-0.040 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
1.100EUR -3.51% 1.140
Bid Size: 6,000		 1.190
Ask Size: 6,000		 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: 5.42
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.95
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.95
Time value: 0.24
Break-even: 66.90
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 4.39%
Delta: 0.81
Theta: -0.02
Omega: 4.40
Rho: 0.16
 

Quote data

Open: 1.140
High: 1.160
Low: 1.100
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+39.24%
3 Months
  -11.29%
YTD  
+6.80%
1 Year  
+15.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.060
1M High / 1M Low: 1.140 0.750
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:   1.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.976
Avg. volume 1M:   0.000
Avg. price 6M:   0.961
Avg. volume 6M:   0.000
Avg. price 1Y:   0.907
Avg. volume 1Y:   0.000
Volatility 1M:   128.39%
Volatility 6M:   141.22%
Volatility 1Y:   119.79%
Volatility 3Y:   -