DZ Bank Call 55 BNP 20.12.2024
/ DE000DJ0S0J0
DZ Bank Call 55 BNP 20.12.2024/ DE000DJ0S0J0 /
10/15/2024 9:35:15 PM |
Chg.+0.020 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+2.27% |
0.900 Bid Size: 6,000 |
0.940 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
55.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
0.79 |
Time value: |
0.12 |
Break-even: |
64.10 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
4.60% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
5.82 |
Rho: |
0.08 |
Quote data
Open: |
0.870 |
High: |
0.940 |
Low: |
0.860 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-8.16% |
YTD |
|
|
-12.62% |
1 Year |
|
|
+9.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.790 |
1M High / 1M Low: |
1.130 |
0.640 |
6M High / 6M Low: |
1.780 |
0.630 |
High (YTD): |
5/20/2024 |
1.780 |
Low (YTD): |
2/13/2024 |
0.280 |
52W High: |
5/20/2024 |
1.780 |
52W Low: |
2/13/2024 |
0.280 |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.870 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.024 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.883 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
130.72% |
Volatility 6M: |
|
124.87% |
Volatility 1Y: |
|
126.12% |
Volatility 3Y: |
|
- |