DZ Bank Put 70 BNP 20.09.2024/  DE000DQ2B5C6  /

Frankfurt Zert./DZB
2024-07-26  2:34:41 PM Chg.+0.040 Bid3:03:46 PM Ask3:03:46 PM Underlying Strike price Expiration date Option type
0.580EUR +7.41% 0.570
Bid Size: 60,000
0.580
Ask Size: 60,000
BNP PARIBAS INH. ... 70.00 EUR 2024-09-20 Put
 

Master data

WKN: DQ2B5C
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.76
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.54
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.54
Time value: 0.06
Break-even: 64.00
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 9.09%
Delta: -0.75
Theta: -0.01
Omega: -8.08
Rho: -0.08
 

Quote data

Open: 0.560
High: 0.590
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.14%
1 Month
  -39.58%
3 Months
  -20.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.540
1M High / 1M Low: 1.030 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -