DZ Bank Call 80 BNP 20.12.2024/  DE000DW80775  /

Frankfurt Zert./DZB
2024-06-28  9:34:46 PM Chg.-0.007 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.001EUR -87.50% 0.001
Bid Size: 5,000
0.100
Ask Size: 5,000
BNP PARIBAS INH. ... 80.00 - 2024-12-20 Call
 

Master data

WKN: DW8077
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -2.05
Time value: 0.10
Break-even: 81.00
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.91
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.15
Theta: -0.01
Omega: 8.91
Rho: 0.04
 

Quote data

Open: 0.029
High: 0.029
Low: 0.001
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -88.89%
1 Month
  -99.17%
3 Months
  -98.57%
YTD
  -98.59%
1 Year
  -98.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.001
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 0.150 0.001
High (YTD): 2024-05-20 0.150
Low (YTD): 2024-06-28 0.001
52W High: 2024-05-20 0.150
52W Low: 2024-06-28 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.044
Avg. volume 1Y:   0.000
Volatility 1M:   3,899.55%
Volatility 6M:   1,831.14%
Volatility 1Y:   1,427.57%
Volatility 3Y:   -