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DZ Bank Put 68 BNP 20.12.2024/  DE000DW94RR4  /

Frankfurt Zert./DZB
04/07/2024  21:04:35 Chg.-0.070 Bid21:07:40 Ask21:07:40 Underlying Strike price Expiration date Option type
0.560EUR -11.11% 0.570
Bid Size: 10,000		 0.620
Ask Size: 10,000		 BNP PARIBAS INH. ... 68.00 - 20/12/2024 Put
 

Master data

WKN: DW94RR
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 20/12/2024
Issue date: 17/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.23
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.53
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.53
Time value: 0.15
Break-even: 61.20
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 7.94%
Delta: -0.61
Theta: -0.01
Omega: -5.65
Rho: -0.21
 

Quote data

Open: 0.620
High: 0.620
Low: 0.560
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.08%
1 Month  
+27.27%
3 Months
  -26.32%
YTD
  -46.15%
1 Year
  -56.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.630
1M High / 1M Low: 1.030 0.440
6M High / 6M Low: 1.760 0.380
High (YTD): 13/02/2024 1.760
Low (YTD): 20/05/2024 0.380
52W High: 13/02/2024 1.760
52W Low: 20/05/2024 0.380
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   1.123
Avg. volume 1Y:   0.000
Volatility 1M:   247.35%
Volatility 6M:   133.72%
Volatility 1Y:   104.96%
Volatility 3Y:   -