DZ Bank Call 70 BNP 21.03.2025
/ DE000DQ2LRJ4
DZ Bank Call 70 BNP 21.03.2025/ DE000DQ2LRJ4 /
16/08/2024 09:09:04 |
Chg.+0.020 |
Bid17:35:41 |
Ask17:35:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
0.130 Bid Size: 12,000 |
0.230 Ask Size: 12,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DQ2LRJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.95 |
Time value: |
0.22 |
Break-even: |
72.20 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.10 |
Spread %: |
83.33% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
8.44 |
Rho: |
0.10 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-73.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.130 |
1M High / 1M Low: |
0.360 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |