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DZ Bank Call 11 XCA 20.12.2024/  DE000DW0E1V2  /

Frankfurt Zert./DZB
9/20/2024  9:34:50 PM Chg.-0.020 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
3.650EUR -0.54% 3.640
Bid Size: 5,000		 3.720
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 11.00 - 12/20/2024 Call
 

Master data

WKN: DW0E1V
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 3.46
Implied volatility: 0.48
Historic volatility: 0.19
Parity: 3.46
Time value: 0.26
Break-even: 14.72
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 2.20%
Delta: 0.91
Theta: 0.00
Omega: 3.52
Rho: 0.02
 

Quote data

Open: 3.620
High: 3.720
Low: 3.540
Previous Close: 3.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.73%
1 Month  
+29.43%
3 Months  
+44.84%
YTD  
+61.50%
1 Year  
+132.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.510
1M High / 1M Low: 3.670 2.780
6M High / 6M Low: 4.940 2.260
High (YTD): 5/17/2024 4.940
Low (YTD): 2/13/2024 1.540
52W High: 5/17/2024 4.940
52W Low: 10/27/2023 1.210
Avg. price 1W:   3.598
Avg. volume 1W:   0.000
Avg. price 1M:   3.292
Avg. volume 1M:   0.000
Avg. price 6M:   3.289
Avg. volume 6M:   0.000
Avg. price 1Y:   2.601
Avg. volume 1Y:   0.000
Volatility 1M:   61.02%
Volatility 6M:   75.04%
Volatility 1Y:   77.04%
Volatility 3Y:   -