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DZ Bank Put 68 BNP 20.12.2024/  DE000DW94RR4  /

Frankfurt Zert./DZB
25/07/2024  09:35:04 Chg.+0.050 Bid09:51:49 Ask09:51:49 Underlying Strike price Expiration date Option type
0.590EUR +9.26% 0.610
Bid Size: 60,000		 0.620
Ask Size: 60,000		 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: -11.15
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.33
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.33
Time value: 0.25
Break-even: 62.20
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 9.43%
Delta: -0.55
Theta: -0.01
Omega: -6.09
Rho: -0.17
 

Quote data

Open: 0.570
High: 0.590
Low: 0.570
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month
  -25.32%
3 Months
  -4.84%
YTD
  -43.27%
1 Year
  -53.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.920 0.510
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:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   0.903
Avg. volume 6M:   0.000
Avg. price 1Y:   1.080
Avg. volume 1Y:   0.000
Volatility 1M:   152.37%
Volatility 6M:   140.36%
Volatility 1Y:   109.18%
Volatility 3Y:   -