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DZ Bank Call 70 BNP 20.12.2024/  DE000DW80759  /

EUWAX
26/07/2024  09:03:01 Chg.+0.040 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.210EUR +23.53% -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 70.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.79
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.55
Time value: 0.26
Break-even: 72.60
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 23.81%
Delta: 0.38
Theta: -0.02
Omega: 9.32
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+40.00%
3 Months
  -34.38%
YTD
  -16.00%
1 Year
  -19.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.490 0.026
High (YTD): 20/05/2024 0.490
Low (YTD): 15/02/2024 0.026
52W High: 20/05/2024 0.490
52W Low: 15/02/2024 0.026
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   241.13%
Volatility 6M:   237.74%
Volatility 1Y:   220.45%
Volatility 3Y:   -