DZ Bank Call 70 BNP 20.12.2024/  DE000DW80759  /

Frankfurt Zert./DZB
8/16/2024  7:04:18 PM Chg.+0.010 Bid8/16/2024 Ask8/16/2024 Underlying Strike price Expiration date Option type
0.040EUR +33.33% 0.040
Bid Size: 12,000
0.140
Ask Size: 12,000
BNP PARIBAS INH. ... 70.00 - 12/20/2024 Call
 

Master data

WKN: DW8075
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.52
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.95
Time value: 0.13
Break-even: 71.30
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.61
Spread abs.: 0.10
Spread %: 333.33%
Delta: 0.24
Theta: -0.01
Omega: 11.03
Rho: 0.04
 

Quote data

Open: 0.064
High: 0.071
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -71.43%
3 Months
  -90.70%
YTD
  -84.00%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.010
1M High / 1M Low: 0.210 0.010
6M High / 6M Low: 0.510 0.010
High (YTD): 5/20/2024 0.510
Low (YTD): 8/14/2024 0.010
52W High: 5/20/2024 0.510
52W Low: 8/14/2024 0.010
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.179
Avg. volume 1Y:   0.000
Volatility 1M:   781.37%
Volatility 6M:   388.56%
Volatility 1Y:   315.39%
Volatility 3Y:   -