DZ Bank Call 45 BNP 21.06.2024
/ DE000DW3UDY4
DZ Bank Call 45 BNP 21.06.2024/ DE000DW3UDY4 /
| 2024-06-14 9:03:05 AM |
Chg.-0.21 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-12.96% |
-
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: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.56 |
| Historic volatility: |
0.23 |
| Parity: |
1.34 |
| Time value: |
0.05 |
| Break-even: |
58.90 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.92 |
| Theta: |
-0.15 |
| Omega: |
3.86 |
| Rho: |
0.01 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.62% |
| 1 Month |
|
|
-46.59% |
| 3 Months |
|
|
-11.88% |
| YTD |
|
|
-23.78% |
| 1 Year |
|
|
-3.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.41 |
| 1M High / 1M Low: |
2.74 |
1.41 |
| 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: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.77% |
| Volatility 6M: |
|
82.40% |
| Volatility 1Y: |
|
75.61% |
| Volatility 3Y: |
|
- |
