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DZ Bank Call 54 BNP 21.06.2024/  DE000DW0EV51  /

Frankfurt Zert./DZB
2024-06-14  9:35:00 PM Chg.-0.140 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.450EUR -23.73% 0.470
Bid Size: 5,000		 0.510
Ask Size: 5,000		 BNP PARIBAS INH. ... 54.00 - 2024-06-21 Call
 

Master data

WKN: DW0EV5
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.45
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.77
Historic volatility: 0.23
Parity: 0.44
Time value: 0.07
Break-even: 59.10
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 1.04
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.80
Theta: -0.14
Omega: 9.20
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.390
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.29%
1 Month
  -74.14%
3 Months
  -43.04%
YTD
  -56.73%
1 Year
  -43.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.450
1M High / 1M Low: 1.880 0.450
6M High / 6M Low: 1.880 0.240
High (YTD): 2024-05-20 1.880
Low (YTD): 2024-02-13 0.240
52W High: 2024-05-20 1.880
52W Low: 2024-02-13 0.240
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   1.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.968
Avg. volume 6M:   0.000
Avg. price 1Y:   0.883
Avg. volume 1Y:   0.000
Volatility 1M:   193.67%
Volatility 6M:   157.85%
Volatility 1Y:   132.47%
Volatility 3Y:   -