DZ Bank Put 68 BNP 21.06.2024
/ DE000DW94RQ6
DZ Bank Put 68 BNP 21.06.2024/ DE000DW94RQ6 /
2024-06-20 9:34:39 PM |
Chg.-0.190 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-20.43% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
68.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DW94RQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-17 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
2.14 |
Historic volatility: |
0.23 |
Parity: |
0.93 |
Time value: |
0.03 |
Break-even: |
58.40 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
5.84 |
Spread abs.: |
0.06 |
Spread %: |
6.67% |
Delta: |
-0.89 |
Theta: |
-0.59 |
Omega: |
-5.47 |
Rho: |
0.00 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.730 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.92% |
1 Month |
|
|
+469.23% |
3 Months |
|
|
-19.57% |
YTD |
|
|
-19.57% |
1 Year |
|
|
-44.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.740 |
1M High / 1M Low: |
0.960 |
0.130 |
6M High / 6M Low: |
1.750 |
0.110 |
High (YTD): |
2024-02-13 |
1.750 |
Low (YTD): |
2024-05-20 |
0.110 |
52W High: |
2024-02-13 |
1.750 |
52W Low: |
2024-05-20 |
0.110 |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.850 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.064 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
575.50% |
Volatility 6M: |
|
280.85% |
Volatility 1Y: |
|
204.96% |
Volatility 3Y: |
|
- |