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DZ Bank Call 12 XCA 21.06.2024/  DE000DW3JCQ5  /

Frankfurt Zert./DZB
2024-06-17  7:04:40 PM Chg.-0.060 Bid7:18:52 PM Ask7:18:52 PM Underlying Strike price Expiration date Option type
1.090EUR -5.22% 1.100
Bid Size: 10,000		 1.150
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: 10.68
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 1.06
Historic volatility: 0.19
Parity: 1.04
Time value: 0.19
Break-even: 13.22
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 2.62
Spread abs.: 0.05
Spread %: 4.27%
Delta: 0.79
Theta: -0.05
Omega: 8.44
Rho: 0.00
 

Quote data

Open: 1.090
High: 1.220
Low: 1.000
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -48.34%
1 Month
  -72.26%
3 Months
  -15.50%
YTD
  -17.42%
1 Year  
+73.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.150
1M High / 1M Low: 3.930 1.150
6M High / 6M Low: 3.930 0.700
High (YTD): 2024-05-17 3.930
Low (YTD): 2024-02-16 0.700
52W High: 2024-05-17 3.930
52W Low: 2023-06-26 0.440
Avg. price 1W:   1.664
Avg. volume 1W:   0.000
Avg. price 1M:   2.916
Avg. volume 1M:   0.000
Avg. price 6M:   1.908
Avg. volume 6M:   0.000
Avg. price 1Y:   1.314
Avg. volume 1Y:   0.000
Volatility 1M:   167.51%
Volatility 6M:   134.41%
Volatility 1Y:   131.50%
Volatility 3Y:   -