DZ Bank Call 70 BNP 20.06.2025/  DE000DJ74452  /

EUWAX
8/16/2024  9:16:31 AM Chg.+0.030 Bid5:35:21 PM Ask5:35:21 PM Underlying Strike price Expiration date Option type
0.200EUR +17.65% 0.170
Bid Size: 12,000
0.270
Ask Size: 12,000
BNP PARIBAS INH. ... 70.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ7445
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 6/20/2025
Issue date: 1/3/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.26
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.95
Time value: 0.26
Break-even: 72.60
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 62.50%
Delta: 0.34
Theta: -0.01
Omega: 7.80
Rho: 0.15
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -68.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.420 0.160
6M High / 6M Low: 0.680 0.070
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.56%
Volatility 6M:   162.18%
Volatility 1Y:   -
Volatility 3Y:   -