DZ Bank Call 60 BNP 20.06.2025/  DE000DJ74437  /

EUWAX
08/11/2024  12:31:55 Chg.-0.260 Bid18:17:36 Ask18:17:36 Underlying Strike price Expiration date Option type
0.400EUR -39.39% 0.410
Bid Size: 12,000
0.450
Ask Size: 12,000
BNP PARIBAS INH. ... 60.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ7443
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 20/06/2025
Issue date: 03/01/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.36
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.10
Time value: 0.57
Break-even: 65.70
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 11.76%
Delta: 0.55
Theta: -0.01
Omega: 5.73
Rho: 0.17
 

Quote data

Open: 0.410
High: 0.410
Low: 0.400
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.39%
1 Month
  -33.33%
3 Months
  -24.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.600
1M High / 1M Low: 0.960 0.570
6M High / 6M Low: 1.290 0.430
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.65%
Volatility 6M:   138.40%
Volatility 1Y:   -
Volatility 3Y:   -