DZ Bank Call 70 BNP 20.12.2024/  DE000DW80759  /

EUWAX
2024-10-18  9:04:33 AM Chg.+0.029 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.110EUR +35.80% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.42
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.37
Time value: 0.16
Break-even: 71.60
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.35
Theta: -0.02
Omega: 14.37
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+175.00%
1 Month
  -21.43%
3 Months
  -31.25%
YTD
  -56.00%
1 Year
  -21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.043
1M High / 1M Low: 0.140 0.032
6M High / 6M Low: 0.490 0.032
High (YTD): 2024-05-20 0.490
Low (YTD): 2024-02-15 0.026
52W High: 2024-05-20 0.490
52W Low: 2024-02-15 0.026
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   298.43%
Volatility 6M:   259.02%
Volatility 1Y:   245.11%
Volatility 3Y:   -