DZ Bank Put 60 BNP 20.09.2024
/ DE000DJ20TQ4
DZ Bank Put 60 BNP 20.09.2024/ DE000DJ20TQ4 /
8/30/2024 9:34:58 PM |
Chg.-0.004 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
-14.81% |
0.020 Bid Size: 6,000 |
0.070 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-89.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.26 |
Time value: |
0.07 |
Break-even: |
59.30 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.05 |
Spread %: |
250.00% |
Delta: |
-0.25 |
Theta: |
-0.03 |
Omega: |
-22.77 |
Rho: |
-0.01 |
Quote data
Open: |
0.040 |
High: |
0.045 |
Low: |
0.022 |
Previous Close: |
0.027 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-61.67% |
1 Month |
|
|
-67.14% |
3 Months |
|
|
-61.67% |
YTD |
|
|
-95.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.023 |
1M High / 1M Low: |
0.300 |
0.023 |
6M High / 6M Low: |
0.830 |
0.023 |
High (YTD): |
2/9/2024 |
1.010 |
Low (YTD): |
8/30/2024 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
418.605 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
526.48% |
Volatility 6M: |
|
378.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |