DZ Bank Call 13 XCA 20.09.2024
/ DE000DJ52MC2
DZ Bank Call 13 XCA 20.09.2024/ DE000DJ52MC2 /
| 30/05/2024 09:04:26 |
Chg.-0.05 |
Bid17:01:33 |
Ask17:01:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-2.37% |
2.10
Bid Size: 50,000 |
2.11
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ52MC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.74 |
| Time value: |
0.51 |
| Break-even: |
15.25 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
1.81% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
5.20 |
| Rho: |
0.03 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.26% |
| 1 Month |
|
|
+21.89% |
| 3 Months |
|
|
+415.00% |
| YTD |
|
|
+157.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.11 |
| 1M High / 1M Low: |
2.93 |
1.69 |
| 6M High / 6M Low: |
2.93 |
0.31 |
| High (YTD): |
20/05/2024 |
2.93 |
| Low (YTD): |
14/02/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.18% |
| Volatility 6M: |
|
163.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
