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DZ Bank Call 60 BNP 20.12.2024/  DE000DW80726  /

Frankfurt Zert./DZB
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:   -