DZ Bank Call 60 BNP 20.12.2024
/ DE000DW80726
DZ Bank Call 60 BNP 20.12.2024/ DE000DW80726 /
2024-10-04 12:35:41 PM |
Chg.-0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-5.71% |
- Bid Size: - |
- Ask Size: - |
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: |
15.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
0.09 |
Time value: |
0.30 |
Break-even: |
63.90 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.04 |
Spread %: |
11.43% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
9.19 |
Rho: |
0.07 |
Quote data
Open: |
0.310 |
High: |
0.330 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.29% |
1 Month |
|
|
-41.07% |
3 Months |
|
|
-52.17% |
YTD |
|
|
-52.17% |
1 Year |
|
|
-50.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.330 |
1M High / 1M Low: |
0.710 |
0.330 |
6M High / 6M Low: |
1.240 |
0.280 |
High (YTD): |
2024-05-20 |
1.240 |
Low (YTD): |
2024-02-14 |
0.130 |
52W High: |
2024-05-20 |
1.240 |
52W Low: |
2024-02-14 |
0.130 |
Avg. price 1W: |
|
0.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.524 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.665 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.553 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
141.77% |
Volatility 6M: |
|
170.96% |
Volatility 1Y: |
|
166.59% |
Volatility 3Y: |
|
- |