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DZ Bank Call 60 BNP 20.12.2024/  DE000DW80726  /

Frankfurt Zert./DZB
2024-07-26  9:34:32 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.700EUR -4.11% 0.730
Bid Size: 6,000		 0.780
Ask Size: 6,000		 BNP PARIBAS INH. ... 60.00 - 2024-12-20 Call
 

Master data

WKN: DW8072
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.45
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.45
Time value: 0.33
Break-even: 67.80
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 6.85%
Delta: 0.71
Theta: -0.02
Omega: 5.85
Rho: 0.15
 

Quote data

Open: 0.740
High: 0.760
Low: 0.700
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month  
+48.94%
3 Months
  -14.63%
YTD  
+1.45%
1 Year  
+11.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.660
1M High / 1M Low: 0.730 0.440
6M High / 6M Low: 1.280 0.130
High (YTD): 2024-05-20 1.280
Low (YTD): 2024-02-16 0.130
52W High: 2024-05-20 1.280
52W Low: 2024-02-16 0.130
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   163.82%
Volatility 6M:   179.68%
Volatility 1Y:   151.99%
Volatility 3Y:   -