DZ Bank Call 12.5 XCA 20.06.2025
/ DE000DQ0DHQ1
DZ Bank Call 12.5 XCA 20.06.2025/ DE000DQ0DHQ1 /
| 20/09/2024 21:35:04 |
Chg.-0.010 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
-0.39% |
2.570
Bid Size: 5,000 |
2.610
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DQ0DHQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
1.96 |
| Time value: |
0.64 |
| Break-even: |
15.10 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.56% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.56 |
| Rho: |
0.07 |
Quote data
| Open: |
2.540 |
| High: |
2.620 |
| Low: |
2.460 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
+40.98% |
| 3 Months |
|
|
+57.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
2.470 |
| 1M High / 1M Low: |
2.590 |
1.800 |
| 6M High / 6M Low: |
3.410 |
1.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.208 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.79% |
| Volatility 6M: |
|
90.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
