OverviewChartNewsTraderScreen

DZ Bank Call 55 BNP 20.12.2024/  DE000DJ0S0J0  /

Frankfurt Zert./DZB
8/16/2024  8:34:52 PM Chg.+0.050 Bid8/16/2024 Ask8/16/2024 Underlying Strike price Expiration date Option type
0.780EUR +6.85% 0.780
Bid Size: 12,000		 0.880
Ask Size: 12,000		 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: 7.29
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.55
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.55
Time value: 0.28
Break-even: 63.30
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 13.70%
Delta: 0.74
Theta: -0.02
Omega: 5.37
Rho: 0.13
 

Quote data

Open: 0.760
High: 0.800
Low: 0.760
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -20.41%
3 Months
  -52.44%
YTD
  -24.27%
1 Year
  -11.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.630
1M High / 1M Low: 1.140 0.630
6M High / 6M Low: 1.780 0.300
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:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.880
Avg. volume 1M:   0.000
Avg. price 6M:   0.992
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   112.08%
Volatility 6M:   126.30%
Volatility 1Y:   120.75%
Volatility 3Y:   -