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DZ Bank Call 11 XCA 20.12.2024/  DE000DW0E1V2  /

Frankfurt Zert./DZB
19/06/2024  21:35:13 Chg.-0.060 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
2.570EUR -2.28% 2.580
Bid Size: 5,000		 2.630
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 11.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 2.05
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 2.05
Time value: 0.64
Break-even: 13.68
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 1.90%
Delta: 0.80
Theta: 0.00
Omega: 3.90
Rho: 0.04
 

Quote data

Open: 2.620
High: 2.620
Low: 2.480
Previous Close: 2.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.88%
1 Month
  -47.87%
3 Months  
+2.80%
YTD  
+13.72%
1 Year  
+121.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.950 2.570
1M High / 1M Low: 4.930 2.570
6M High / 6M Low: 4.940 1.540
High (YTD): 17/05/2024 4.940
Low (YTD): 13/02/2024 1.540
52W High: 17/05/2024 4.940
52W Low: 26/06/2023 0.960
Avg. price 1W:   2.684
Avg. volume 1W:   0.000
Avg. price 1M:   3.917
Avg. volume 1M:   0.000
Avg. price 6M:   2.923
Avg. volume 6M:   0.000
Avg. price 1Y:   2.185
Avg. volume 1Y:   0.000
Volatility 1M:   86.33%
Volatility 6M:   81.58%
Volatility 1Y:   85.34%
Volatility 3Y:   -