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DZ Bank Call 70 BNP 20.12.2024/  DE000DW80759  /

EUWAX
17/07/2024  09:04:13 Chg.0.000 Bid16:53:12 Ask16:53:12 Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.160
Bid Size: 60,000		 0.170
Ask Size: 60,000		 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: 31.29
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.74
Time value: 0.20
Break-even: 72.00
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 33.33%
Delta: 0.32
Theta: -0.01
Omega: 9.87
Rho: 0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+7.69%
3 Months
  -30.00%
YTD
  -44.00%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.200 0.110
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:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.195
Avg. volume 1Y:   0.000
Volatility 1M:   242.80%
Volatility 6M:   233.40%
Volatility 1Y:   218.04%
Volatility 3Y:   -