DZ Bank Put 65 BNP 20.09.2024
/ DE000DQ15EG2
DZ Bank Put 65 BNP 20.09.2024/ DE000DQ15EG2 /
13/09/2024 21:34:58 |
Chg.+0.010 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
0.170 Bid Size: 6,000 |
0.210 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
65.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DQ15EG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
02/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-30.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
0.05 |
Break-even: |
62.90 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.04 |
Spread %: |
23.53% |
Delta: |
-0.71 |
Theta: |
-0.08 |
Omega: |
-21.30 |
Rho: |
-0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-48.57% |
1 Month |
|
|
-55.00% |
3 Months |
|
|
-76.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.170 |
1M High / 1M Low: |
0.400 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.304 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
387.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |