DZ Bank Put 60 BNP 20.12.2024
/ DE000DJ4FPG1
DZ Bank Put 60 BNP 20.12.2024/ DE000DJ4FPG1 /
8/16/2024 9:04:25 AM |
Chg.-0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
60.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ4FPG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/26/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
-0.05 |
Time value: |
0.33 |
Break-even: |
56.70 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.10 |
Spread %: |
43.48% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-7.67 |
Rho: |
-0.10 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
+3.85% |
3 Months |
|
|
+58.82% |
YTD |
|
|
-53.45% |
1 Year |
|
|
-67.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.300 |
1M High / 1M Low: |
0.510 |
0.170 |
6M High / 6M Low: |
0.970 |
0.140 |
High (YTD): |
2/9/2024 |
1.040 |
Low (YTD): |
6/3/2024 |
0.140 |
52W High: |
10/30/2023 |
1.060 |
52W Low: |
6/3/2024 |
0.140 |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
869.565 |
Avg. price 6M: |
|
0.375 |
Avg. volume 6M: |
|
157.480 |
Avg. price 1Y: |
|
0.562 |
Avg. volume 1Y: |
|
78.125 |
Volatility 1M: |
|
312.80% |
Volatility 6M: |
|
219.24% |
Volatility 1Y: |
|
169.40% |
Volatility 3Y: |
|
- |