DZ Bank Call 60 BNP 20.12.2024
/ DE000DW80726
DZ Bank Call 60 BNP 20.12.2024/ DE000DW80726 /
30/08/2024 21:34:41 |
Chg.+0.010 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+2.04% |
0.510 Bid Size: 6,000 |
0.560 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.26 |
Time value: |
0.30 |
Break-even: |
65.60 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
9.80% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
7.41 |
Rho: |
0.11 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.28% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-52.38% |
YTD |
|
|
-27.54% |
1 Year |
|
|
-20.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.420 |
1M High / 1M Low: |
0.500 |
0.310 |
6M High / 6M Low: |
1.280 |
0.210 |
High (YTD): |
20/05/2024 |
1.280 |
Low (YTD): |
16/02/2024 |
0.130 |
52W High: |
20/05/2024 |
1.280 |
52W Low: |
16/02/2024 |
0.130 |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.647 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.561 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.85% |
Volatility 6M: |
|
158.73% |
Volatility 1Y: |
|
155.80% |
Volatility 3Y: |
|
- |