DZ Bank Call 11.5 XCA 20.12.2024
/ DE000DJ384D9
DZ Bank Call 11.5 XCA 20.12.2024/ DE000DJ384D9 /
2024-09-25 9:34:32 PM |
Chg.-0.110 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
-4.10% |
2.570 Bid Size: 5,000 |
2.610 Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ384D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.46 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
2.46 |
Time value: |
0.27 |
Break-even: |
14.22 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
1.49% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
4.50 |
Rho: |
0.02 |
Quote data
Open: |
2.570 |
High: |
2.620 |
Low: |
2.470 |
Previous Close: |
2.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.93% |
1 Month |
|
|
+3.63% |
3 Months |
|
|
+15.25% |
YTD |
|
|
+36.70% |
1 Year |
|
|
+121.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.190 |
2.590 |
1M High / 1M Low: |
3.190 |
2.480 |
6M High / 6M Low: |
4.430 |
1.840 |
High (YTD): |
2024-05-17 |
4.430 |
Low (YTD): |
2024-02-13 |
1.170 |
52W High: |
2024-05-17 |
4.430 |
52W Low: |
2023-10-27 |
0.950 |
Avg. price 1W: |
|
2.960 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.879 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.833 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.201 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.50% |
Volatility 6M: |
|
88.09% |
Volatility 1Y: |
|
89.07% |
Volatility 3Y: |
|
- |