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DZ Bank Call 55 BNP 20.12.2024/  DE000DJ0S0J0  /

Frankfurt Zert./DZB
12/07/2024  21:04:41 Chg.+0.020 Bid12/07/2024 Ask12/07/2024 Underlying Strike price Expiration date Option type
0.930EUR +2.20% 0.930
Bid Size: 12,000		 0.980
Ask Size: 12,000		 BNP PARIBAS INH. ... 55.00 - 20/12/2024 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: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.70
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.70
Time value: 0.25
Break-even: 64.50
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 5.56%
Delta: 0.79
Theta: -0.01
Omega: 5.14
Rho: 0.17
 

Quote data

Open: 0.940
High: 0.960
Low: 0.910
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.26%
1 Month  
+1.09%
3 Months
  -11.43%
YTD
  -9.71%
1 Year  
+16.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.840
1M High / 1M Low: 1.120 0.710
6M High / 6M Low: 1.780 0.280
High (YTD): 20/05/2024 1.780
Low (YTD): 13/02/2024 0.280
52W High: 20/05/2024 1.780
52W Low: 13/02/2024 0.280
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   0.946
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   0.000
Volatility 1M:   172.47%
Volatility 6M:   140.90%
Volatility 1Y:   119.08%
Volatility 3Y:   -