DZ Bank Call 60 BNP 20.12.2024/  DE000DW80726  /

Frankfurt Zert./DZB
11/8/2024  9:34:51 PM Chg.-0.030 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.150EUR -16.67% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 60.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.53
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.10
Time value: 0.20
Break-even: 62.00
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.47
Theta: -0.03
Omega: 13.87
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.180
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -65.91%
1 Month
  -64.29%
3 Months
  -54.55%
YTD
  -78.26%
1 Year
  -55.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.150
1M High / 1M Low: 0.730 0.150
6M High / 6M Low: 1.280 0.150
High (YTD): 5/20/2024 1.280
Low (YTD): 2/16/2024 0.130
52W High: 5/20/2024 1.280
52W Low: 2/16/2024 0.130
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   230.69%
Volatility 6M:   184.06%
Volatility 1Y:   173.69%
Volatility 3Y:   -