DZ Bank Put 60 BNP 20.09.2024
/ DE000DJ20TQ4
DZ Bank Put 60 BNP 20.09.2024/ DE000DJ20TQ4 /
12/07/2024 21:35:15 |
Chg.-0.010 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-7.69% |
0.120 Bid Size: 6,000 |
0.170 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-36.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.24 |
Time value: |
0.17 |
Break-even: |
58.30 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.05 |
Spread %: |
41.67% |
Delta: |
-0.33 |
Theta: |
-0.02 |
Omega: |
-11.98 |
Rho: |
-0.04 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-61.29% |
3 Months |
|
|
-61.29% |
YTD |
|
|
-75.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.120 |
1M High / 1M Low: |
0.420 |
0.100 |
6M High / 6M Low: |
1.010 |
0.057 |
High (YTD): |
09/02/2024 |
1.010 |
Low (YTD): |
03/06/2024 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.376 |
Avg. volume 6M: |
|
425.197 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.61% |
Volatility 6M: |
|
315.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |