DZ Bank Call 12 XCA 21.06.2024
/ DE000DW3JCQ5
DZ Bank Call 12 XCA 21.06.2024/ DE000DW3JCQ5 /
11/06/2024 09:06:09 |
Chg.+0.04 |
Bid17:27:57 |
Ask17:27:57 |
Underlying |
Strike price |
Expiration date |
Option type |
2.13EUR |
+1.91% |
1.64 Bid Size: 50,000 |
1.66 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
12.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
22/06/2022 |
Last trading day: |
20/06/2024 |
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): |
20/05/2024 |
3.94 |
Low (YTD): |
14/02/2024 |
0.72 |
52W High: |
20/05/2024 |
3.94 |
52W Low: |
26/06/2023 |
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: |
|
- |