DZ Bank Put 68 BNP/ DE000DW94RQ6 /
| 6/20/2024 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 - | 6/21/2024 | 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: | 6/21/2024 |
| Issue date: | 2/17/2023 |
| Last trading day: | 6/20/2024 |
| 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): | 2/13/2024 | 1.750 |
| Low (YTD): | 5/20/2024 | 0.110 |
| 52W High: | 2/13/2024 | 1.750 |
| 52W Low: | 5/20/2024 | 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: | - |
