DZ Bank Put 70 BNP 21.03.2025
/ DE000DQ2LRN6
DZ Bank Put 70 BNP 21.03.2025/ DE000DQ2LRN6 /
8/30/2024 9:34:36 PM |
Chg.-0.020 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-2.35% |
0.820 Bid Size: 6,000 |
0.870 Ask Size: 6,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
DQ2LRN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
0.74 |
Time value: |
0.13 |
Break-even: |
61.30 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
6.10% |
Delta: |
-0.64 |
Theta: |
-0.01 |
Omega: |
-4.64 |
Rho: |
-0.27 |
Quote data
Open: |
0.840 |
High: |
0.860 |
Low: |
0.830 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.79% |
1 Month |
|
|
+2.47% |
3 Months |
|
|
+38.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.830 |
1M High / 1M Low: |
1.190 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |