DZ Bank Call 68 BNP 20.12.2024
/ DE000DW80742
DZ Bank Call 68 BNP 20.12.2024/ DE000DW80742 /
12/11/2024 15:39:15 |
Chg.-0.001 |
Bid17:35:01 |
Ask17:35:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-50.00% |
0.001 Bid Size: 12,000 |
0.081 Ask Size: 12,000 |
BNP PARIBAS INH. ... |
68.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
75.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-0.71 |
Time value: |
0.08 |
Break-even: |
68.81 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
2.21 |
Spread abs.: |
0.08 |
Spread %: |
8,000.00% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
15.53 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.002 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-97.83% |
1 Month |
|
|
-98.46% |
3 Months |
|
|
-99.00% |
YTD |
|
|
-99.68% |
1 Year |
|
|
-99.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.001 |
1M High / 1M Low: |
0.200 |
0.001 |
6M High / 6M Low: |
0.590 |
0.001 |
High (YTD): |
20/05/2024 |
0.590 |
Low (YTD): |
08/11/2024 |
0.001 |
52W High: |
20/05/2024 |
0.590 |
52W Low: |
08/11/2024 |
0.001 |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.203 |
Avg. volume 6M: |
|
310.078 |
Avg. price 1Y: |
|
0.204 |
Avg. volume 1Y: |
|
158.103 |
Volatility 1M: |
|
627.76% |
Volatility 6M: |
|
325.60% |
Volatility 1Y: |
|
276.22% |
Volatility 3Y: |
|
- |