DZ Bank Call 60 BNP 20.06.2025
/ DE000DJ74437
DZ Bank Call 60 BNP 20.06.2025/ DE000DJ74437 /
18/10/2024 09:14:42 |
Chg.+0.060 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
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: |
6.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.63 |
Time value: |
0.33 |
Break-even: |
69.60 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
4.35% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
5.24 |
Rho: |
0.27 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.10% |
1 Month |
|
|
-1.14% |
3 Months |
|
|
+8.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.640 |
1M High / 1M Low: |
0.910 |
0.540 |
6M High / 6M Low: |
1.290 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.691 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.823 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.69% |
Volatility 6M: |
|
128.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |