DZ Bank Call 12 XCA 21.06.2024
/ DE000DW3JCQ5
DZ Bank Call 12 XCA 21.06.2024/ DE000DW3JCQ5 /
| 6/11/2024 9:06:09 AM |
Chg.+0.04 |
Bid5:54:56 PM |
Ask5:54:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+1.91% |
1.68
Bid Size: 10,000 |
1.78
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
12.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/22/2022 |
| Last trading day: |
6/20/2024 |
| 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): |
5/20/2024 |
3.94 |
| Low (YTD): |
2/14/2024 |
0.72 |
| 52W High: |
5/20/2024 |
3.94 |
| 52W Low: |
6/26/2023 |
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: |
|
- |
