DZ Bank Call 75 BNP 20.12.2024
/ DE000DW80767
DZ Bank Call 75 BNP 20.12.2024/ DE000DW80767 /
8/30/2024 9:04:27 AM |
Chg.+0.007 |
Bid7:27:08 PM |
Ask7:27:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+30.43% |
0.008 Bid Size: 12,000 |
0.058 Ask Size: 12,000 |
BNP PARIBAS INH. ... |
75.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
108.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-1.29 |
Time value: |
0.06 |
Break-even: |
75.57 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.05 |
Spread %: |
714.29% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
14.29 |
Rho: |
0.02 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.023 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-85.71% |
YTD |
|
|
-78.57% |
1 Year |
|
|
-76.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.021 |
1M High / 1M Low: |
0.090 |
0.011 |
6M High / 6M Low: |
0.280 |
0.011 |
High (YTD): |
5/20/2024 |
0.280 |
Low (YTD): |
2/15/2024 |
0.005 |
52W High: |
5/20/2024 |
0.280 |
52W Low: |
2/15/2024 |
0.005 |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.109 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.091 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
390.60% |
Volatility 6M: |
|
294.21% |
Volatility 1Y: |
|
304.70% |
Volatility 3Y: |
|
- |