DZ Bank Call 10 XCA 20.12.2024
/ DE000DW83KN1
DZ Bank Call 10 XCA 20.12.2024/ DE000DW83KN1 /
2024-09-20 9:34:50 PM |
Chg.-0.020 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.620EUR |
-0.43% |
4.610 Bid Size: 5,000 |
4.690 Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
10.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW83KN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.54 |
Intrinsic value: |
4.46 |
Implied volatility: |
0.57 |
Historic volatility: |
0.19 |
Parity: |
4.46 |
Time value: |
0.23 |
Break-even: |
14.69 |
Moneyness: |
1.45 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.08 |
Spread %: |
1.74% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
2.86 |
Rho: |
0.02 |
Quote data
Open: |
4.590 |
High: |
4.690 |
Low: |
4.500 |
Previous Close: |
4.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.24% |
1 Month |
|
|
+22.22% |
3 Months |
|
|
+34.69% |
YTD |
|
|
+48.55% |
1 Year |
|
|
+103.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.640 |
4.480 |
1M High / 1M Low: |
4.640 |
3.740 |
6M High / 6M Low: |
5.960 |
3.150 |
High (YTD): |
2024-05-17 |
5.960 |
Low (YTD): |
2024-02-13 |
2.380 |
52W High: |
2024-05-17 |
5.960 |
52W Low: |
2023-10-27 |
1.850 |
Avg. price 1W: |
|
4.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.252 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.483 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
47.27% |
Volatility 6M: |
|
60.55% |
Volatility 1Y: |
|
60.82% |
Volatility 3Y: |
|
- |