DZ Bank Call 60 BNP 20.06.2025/  DE000DJ74437  /

EUWAX
7/17/2024  9:18:21 AM Chg.+0.030 Bid6:05:35 PM Ask6:05:35 PM Underlying Strike price Expiration date Option type
0.780EUR +4.00% 0.790
Bid Size: 12,000
0.840
Ask Size: 12,000
BNP PARIBAS INH. ... 60.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 1/3/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.26
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.26
Time value: 0.59
Break-even: 68.50
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 6.25%
Delta: 0.66
Theta: -0.01
Omega: 4.89
Rho: 0.31
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.86%
1 Month  
+25.81%
3 Months  
+5.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.710
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: 1.290 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   0.739
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.59%
Volatility 6M:   128.29%
Volatility 1Y:   -
Volatility 3Y:   -