DZ Bank Call 12.5 XCA 20.09.2024
/ DE000DJ58547
DZ Bank Call 12.5 XCA 20.09.2024/ DE000DJ58547 /
| 30/05/2024 15:35:03 |
Chg.-0.100 |
Bid15:53:45 |
Ask15:53:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
-3.75% |
2.540
Bid Size: 50,000 |
2.550
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ5854 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
2.24 |
| Time value: |
0.51 |
| Break-even: |
15.25 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
3.38% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.38 |
| Rho: |
0.03 |
Quote data
| Open: |
2.520 |
| High: |
2.600 |
| Low: |
2.490 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.63% |
| 1 Month |
|
|
+24.76% |
| 3 Months |
|
|
+314.52% |
| YTD |
|
|
+142.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
2.670 |
| 1M High / 1M Low: |
3.420 |
2.060 |
| 6M High / 6M Low: |
3.420 |
0.470 |
| High (YTD): |
17/05/2024 |
3.420 |
| Low (YTD): |
13/02/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.18% |
| Volatility 6M: |
|
134.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
