DZ Bank Call 60 BNP 20.12.2024
/ DE000DW80726
DZ Bank Call 60 BNP 20.12.2024/ DE000DW80726 /
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: |
|
- |