DZ Bank Put 65 BNP 20.09.2024
/ DE000DQ15EG2
DZ Bank Put 65 BNP 20.09.2024/ DE000DQ15EG2 /
7/12/2024 9:35:13 PM |
Chg.-0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-5.26% |
0.370 Bid Size: 6,000 |
0.420 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
65.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
4/2/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
0.26 |
Time value: |
0.16 |
Break-even: |
60.80 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
13.51% |
Delta: |
-0.59 |
Theta: |
-0.02 |
Omega: |
-8.72 |
Rho: |
-0.08 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.360 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.13% |
1 Month |
|
|
-40.98% |
3 Months |
|
|
-36.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.340 |
1M High / 1M Low: |
0.750 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |