DZ Bank Call 75 BNP 20.12.2024
/ DE000DW80767
DZ Bank Call 75 BNP 20.12.2024/ DE000DW80767 /
30/08/2024 21:34:41 |
Chg.-0.001 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-11.11% |
0.009 Bid Size: 6,000 |
0.059 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
75.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW8076 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
109.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-1.24 |
Time value: |
0.06 |
Break-even: |
75.57 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.05 |
Spread %: |
714.29% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
14.66 |
Rho: |
0.02 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.007 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-81.40% |
3 Months |
|
|
-96.67% |
YTD |
|
|
-93.85% |
1 Year |
|
|
-92.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.009 |
0.001 |
1M High / 1M Low: |
0.043 |
0.001 |
6M High / 6M Low: |
0.290 |
0.001 |
High (YTD): |
20/05/2024 |
0.290 |
Low (YTD): |
26/08/2024 |
0.001 |
52W High: |
20/05/2024 |
0.290 |
52W Low: |
26/08/2024 |
0.001 |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.096 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.083 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,402.91% |
Volatility 6M: |
|
1,002.05% |
Volatility 1Y: |
|
1,816.03% |
Volatility 3Y: |
|
- |