DZ Bank Call 60 BNP 20.09.2024
/ DE000DJ20TK7
DZ Bank Call 60 BNP 20.09.2024/ DE000DJ20TK7 /
2024-08-30 9:34:40 PM |
Chg.+0.010 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+3.57% |
0.300 Bid Size: 6,000 |
0.350 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
0.21 |
Time value: |
0.10 |
Break-even: |
63.10 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.05 |
Spread %: |
19.23% |
Delta: |
0.71 |
Theta: |
-0.04 |
Omega: |
14.14 |
Rho: |
0.02 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.280 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.09% |
1 Month |
|
|
-45.28% |
3 Months |
|
|
-67.78% |
YTD |
|
|
-53.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.220 |
1M High / 1M Low: |
0.530 |
0.120 |
6M High / 6M Low: |
1.280 |
0.110 |
High (YTD): |
2024-05-20 |
1.280 |
Low (YTD): |
2024-02-16 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.530 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
313.30% |
Volatility 6M: |
|
234.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |