DZ Bank Call 55 BNP 20.12.2024
/ DE000DJ0S0J0
DZ Bank Call 55 BNP 20.12.2024/ DE000DJ0S0J0 /
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: |
|
- |