DZ Bank Call 60 BNP 20.09.2024
/ DE000DJ20TK7
DZ Bank Call 60 BNP 20.09.2024/ DE000DJ20TK7 /
| 2024-07-26 11:34:52 AM |
Chg.-0.010 |
Bid11:54:27 AM |
Ask11:54:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.590
Bid Size: 60,000 |
0.600
Ask Size: 60,000 |
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: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.46 |
| Time value: |
0.16 |
| Break-even: |
66.20 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
8.77% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
7.82 |
| Rho: |
0.06 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.91% |
| 1 Month |
|
|
+58.33% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
-8.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.460 |
| 1M High / 1M Low: |
0.590 |
0.290 |
| 6M High / 6M Low: |
1.280 |
0.070 |
| High (YTD): |
2024-05-20 |
1.280 |
| Low (YTD): |
2024-02-16 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.62% |
| Volatility 6M: |
|
241.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
