DZ Bank Call 80 BNP 20.12.2024
/ DE000DW80775
DZ Bank Call 80 BNP 20.12.2024/ DE000DW80775 /
16/08/2024 16:35:00 |
Chg.+0.002 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
+200.00% |
0.003 Bid Size: 60,000 |
0.040 Ask Size: 60,000 |
BNP PARIBAS INH. ... |
80.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
60.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
-1.95 |
Time value: |
0.10 |
Break-even: |
81.00 |
Moneyness: |
0.76 |
Premium: |
0.34 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.10 |
Spread %: |
9,900.00% |
Delta: |
0.15 |
Theta: |
-0.01 |
Omega: |
9.14 |
Rho: |
0.03 |
Quote data
Open: |
0.002 |
High: |
0.003 |
Low: |
0.002 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+200.00% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-97.69% |
YTD |
|
|
-95.77% |
1 Year |
|
|
-95.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.026 |
0.001 |
6M High / 6M Low: |
0.150 |
0.001 |
High (YTD): |
20/05/2024 |
0.150 |
Low (YTD): |
15/08/2024 |
0.001 |
52W High: |
20/05/2024 |
0.150 |
52W Low: |
15/08/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.009 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.043 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.038 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
598.90% |
Volatility 6M: |
|
2,135.01% |
Volatility 1Y: |
|
1,634.18% |
Volatility 3Y: |
|
- |