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DZ Bank Call 10 XCA 20.12.2024/  DE000DW83KN1  /

Frankfurt Zert./DZB
2024-09-27  10:35:11 AM Chg.-0.090 Bid10:56:36 AM Ask10:56:36 AM Underlying Strike price Expiration date Option type
4.070EUR -2.16% 4.030
Bid Size: 50,000		 4.050
Ask Size: 50,000		 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: 3.30
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 4.00
Implied volatility: 0.58
Historic volatility: 0.19
Parity: 4.00
Time value: 0.25
Break-even: 14.24
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.08
Spread %: 1.92%
Delta: 0.92
Theta: 0.00
Omega: 3.02
Rho: 0.02
 

Quote data

Open: 4.120
High: 4.120
Low: 4.020
Previous Close: 4.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month  
+3.30%
3 Months  
+26.01%
YTD  
+30.87%
1 Year  
+88.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.620 3.980
1M High / 1M Low: 4.640 3.940
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:   4.170
Avg. volume 1W:   0.000
Avg. price 1M:   4.298
Avg. volume 1M:   0.000
Avg. price 6M:   4.268
Avg. volume 6M:   0.000
Avg. price 1Y:   3.513
Avg. volume 1Y:   0.000
Volatility 1M:   68.95%
Volatility 6M:   63.11%
Volatility 1Y:   62.18%
Volatility 3Y:   -