DZ Bank Call 65 BNP 20.12.2024
/ DE000DW80734
DZ Bank Call 65 BNP 20.12.2024/ DE000DW80734 /
2024-11-12 9:04:40 PM |
Chg.-0.009 |
Bid2024-11-12 |
Ask2024-11-12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-90.00% |
0.001 Bid Size: 12,000 |
0.081 Ask Size: 12,000 |
BNP PARIBAS INH. ... |
65.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW8073 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
68.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-0.41 |
Time value: |
0.09 |
Break-even: |
65.89 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.08 |
Spread %: |
888.89% |
Delta: |
0.27 |
Theta: |
-0.03 |
Omega: |
18.46 |
Rho: |
0.02 |
Quote data
Open: |
0.025 |
High: |
0.028 |
Low: |
0.001 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-99.00% |
1 Month |
|
|
-99.23% |
3 Months |
|
|
-99.00% |
YTD |
|
|
-99.77% |
1 Year |
|
|
-99.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.001 |
1M High / 1M Low: |
0.330 |
0.001 |
6M High / 6M Low: |
0.800 |
0.001 |
High (YTD): |
2024-05-20 |
0.800 |
Low (YTD): |
2024-11-08 |
0.001 |
52W High: |
2024-05-20 |
0.800 |
52W Low: |
2024-11-08 |
0.001 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.292 |
Avg. volume 6M: |
|
229.008 |
Avg. price 1Y: |
|
0.292 |
Avg. volume 1Y: |
|
117.647 |
Volatility 1M: |
|
3,255.76% |
Volatility 6M: |
|
1,287.50% |
Volatility 1Y: |
|
919.54% |
Volatility 3Y: |
|
- |