DZ Bank Call 60 BNP 20.09.2024
/ DE000DJ20TK7
DZ Bank Call 60 BNP 20.09.2024/ DE000DJ20TK7 /
17/07/2024 15:35:05 |
Chg.+0.010 |
Bid15:50:56 |
Ask15:50:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+2.27% |
0.460 Bid Size: 60,000 |
0.470 Ask Size: 60,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
DJ20TK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
0.26 |
Time value: |
0.23 |
Break-even: |
64.90 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.05 |
Spread %: |
11.36% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
8.52 |
Rho: |
0.07 |
Quote data
Open: |
0.410 |
High: |
0.460 |
Low: |
0.410 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+18.42% |
3 Months |
|
|
-11.76% |
YTD |
|
|
-27.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.350 |
1M High / 1M Low: |
0.580 |
0.270 |
6M High / 6M Low: |
1.280 |
0.070 |
High (YTD): |
20/05/2024 |
1.280 |
Low (YTD): |
16/02/2024 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.516 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.06% |
Volatility 6M: |
|
238.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |