DZ Bank Call 45 BNP/ DE000DW3UDY4 /
| 2024-06-20 9:11:31 AM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.40EUR | - | - Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... | 45.00 - | 2024-06-21 | Call |
Master data
| WKN: | DW3UDY |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2022-07-04 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.37 |
|---|---|
| Intrinsic value: | 1.37 |
| Implied volatility: | 4.33 |
| Historic volatility: | 0.23 |
| Parity: | 1.37 |
| Time value: | 0.07 |
| Break-even: | 59.40 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 70.14 |
| Spread abs.: | 0.06 |
| Spread %: | 4.35% |
| Delta: | 0.90 |
| Theta: | -1.16 |
| Omega: | 3.67 |
| Rho: | 0.00 |
Quote data
| Open: | 1.40 |
|---|---|
| High: | 1.40 |
| Low: | 1.40 |
| Previous Close: | 1.45 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.71% | ||
|---|---|---|---|
| 1 Month | -39.91% | ||
| 3 Months | -22.65% | ||
| YTD | -24.32% | ||
| 1 Year | -5.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.46 | 1.38 |
|---|---|---|
| 1M High / 1M Low: | 2.35 | 1.38 |
| 6M High / 6M Low: | 2.74 | 0.92 |
| High (YTD): | 2024-05-20 | 2.74 |
| Low (YTD): | 2024-02-14 | 0.92 |
| 52W High: | 2024-05-20 | 2.74 |
| 52W Low: | 2024-02-14 | 0.92 |
| Avg. price 1W: | 1.42 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.97 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 1.81 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 1.66 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 90.60% | |
| Volatility 6M: | 82.47% | |
| Volatility 1Y: | 75.57% | |
| Volatility 3Y: | - |
