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DZ Bank Put 68 BNP 20.12.2024/  DE000DW94RR4  /

Frankfurt Zert./DZB
21/06/2024  16:34:52 Chg.+0.100 Bid16:54:59 Ask16:54:59 Underlying Strike price Expiration date Option type
0.950EUR +11.76% 0.930
Bid Size: 50,000		 0.940
Ask Size: 50,000		 BNP PARIBAS INH. ... 68.00 - 20/12/2024 Put
 

Master data

WKN: DW94RR
Issuer: DZ Bank AG
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 20/12/2024
Issue date: 17/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.68
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.79
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.79
Time value: 0.11
Break-even: 59.00
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 5.88%
Delta: -0.67
Theta: -0.01
Omega: -4.47
Rho: -0.25
 

Quote data

Open: 0.880
High: 0.980
Low: 0.880
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month  
+143.59%
3 Months
  -6.86%
YTD
  -8.65%
1 Year
  -29.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.850
1M High / 1M Low: 1.030 0.390
6M High / 6M Low: 1.760 0.380
High (YTD): 13/02/2024 1.760
Low (YTD): 20/05/2024 0.380
52W High: 13/02/2024 1.760
52W Low: 20/05/2024 0.380
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.974
Avg. volume 6M:   0.000
Avg. price 1Y:   1.144
Avg. volume 1Y:   0.000
Volatility 1M:   217.62%
Volatility 6M:   126.74%
Volatility 1Y:   100.57%
Volatility 3Y:   -