DZ Bank Put 60 BNP 20.09.2024
/ DE000DJ20TQ4
DZ Bank Put 60 BNP 20.09.2024/ DE000DJ20TQ4 /
2024-07-24 9:35:09 PM |
Chg.0.000 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
0.00% |
0.060 Bid Size: 6,000 |
0.110 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ20TQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.47 |
Time value: |
0.11 |
Break-even: |
58.90 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.05 |
Spread %: |
83.33% |
Delta: |
-0.23 |
Theta: |
-0.02 |
Omega: |
-13.55 |
Rho: |
-0.03 |
Quote data
Open: |
0.081 |
High: |
0.100 |
Low: |
0.060 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-64.71% |
YTD |
|
|
-87.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.060 |
1M High / 1M Low: |
0.310 |
0.060 |
6M High / 6M Low: |
1.010 |
0.057 |
High (YTD): |
2024-02-09 |
1.010 |
Low (YTD): |
2024-06-03 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.349 |
Avg. volume 6M: |
|
425.197 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
341.69% |
Volatility 6M: |
|
320.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |