DZ Bank Call 68 BNP 20.12.2024
/ DE000DW80742
DZ Bank Call 68 BNP 20.12.2024/ DE000DW80742 /
2024-08-30 9:04:25 AM |
Chg.+0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+18.18% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
68.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW8074 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.54 |
Time value: |
0.19 |
Break-even: |
69.90 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.10 |
Spread %: |
111.11% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
11.12 |
Rho: |
0.06 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
-75.47% |
YTD |
|
|
-58.06% |
1 Year |
|
|
-53.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.100 |
1M High / 1M Low: |
0.180 |
0.074 |
6M High / 6M Low: |
0.590 |
0.056 |
High (YTD): |
2024-05-20 |
0.590 |
Low (YTD): |
2024-02-15 |
0.036 |
52W High: |
2024-05-20 |
0.590 |
52W Low: |
2024-02-15 |
0.036 |
Avg. price 1W: |
|
0.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.105 |
Avg. volume 1M: |
|
454.545 |
Avg. price 6M: |
|
0.265 |
Avg. volume 6M: |
|
314.961 |
Avg. price 1Y: |
|
0.228 |
Avg. volume 1Y: |
|
157.480 |
Volatility 1M: |
|
227.82% |
Volatility 6M: |
|
222.06% |
Volatility 1Y: |
|
217.90% |
Volatility 3Y: |
|
- |