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DZ Bank Call 55 BNP 20.12.2024/  DE000DJ0S0J0  /

Frankfurt Zert./DZB
18/09/2024  20:35:03 Chg.+0.040 Bid20:47:49 Ask20:47:49 Underlying Strike price Expiration date Option type
1.070EUR +3.88% 1.050
Bid Size: 12,000		 1.090
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: 6.02
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.95
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.95
Time value: 0.13
Break-even: 65.70
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 3.88%
Delta: 0.87
Theta: -0.02
Omega: 5.21
Rho: 0.11
 

Quote data

Open: 1.040
High: 1.070
Low: 1.020
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.46%
1 Month  
+33.75%
3 Months  
+38.96%
YTD  
+3.88%
1 Year  
+10.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.960
1M High / 1M Low: 1.030 0.730
6M High / 6M Low: 1.780 0.630
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:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   0.871
Avg. volume 1M:   0.000
Avg. price 6M:   1.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   117.61%
Volatility 6M:   120.91%
Volatility 1Y:   123.30%
Volatility 3Y:   -