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DZ Bank Call 12 XCA 21.06.2024/  DE000DW3JCQ5  /

EUWAX
2024-06-11  9:06:09 AM Chg.+0.04 Bid6:45:41 PM Ask6:45:41 PM Underlying Strike price Expiration date Option type
2.13EUR +1.91% 1.69
Bid Size: 10,000		 1.79
Ask Size: 10,000		 CREDIT AGRICOLE INH.... 12.00 - 2024-06-21 Call
 

Master data

WKN: DW3JCQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 2.12
Implied volatility: 0.78
Historic volatility: 0.18
Parity: 2.12
Time value: 0.10
Break-even: 14.21
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 4.74%
Delta: 0.91
Theta: -0.02
Omega: 5.80
Rho: 0.00
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.80%
1 Month
  -39.83%
3 Months  
+113.00%
YTD  
+58.96%
1 Year  
+222.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.91 2.09
1M High / 1M Low: 3.94 2.09
6M High / 6M Low: 3.94 0.72
High (YTD): 2024-05-20 3.94
Low (YTD): 2024-02-14 0.72
52W High: 2024-05-20 3.94
52W Low: 2023-06-26 0.44
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   3.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.89
Avg. volume 6M:   0.00
Avg. price 1Y:   1.29
Avg. volume 1Y:   0.00
Volatility 1M:   131.80%
Volatility 6M:   125.53%
Volatility 1Y:   126.06%
Volatility 3Y:   -