DZ Bank Call 13 XCA 21.06.2024
/ DE000DW0E1U4
DZ Bank Call 13 XCA 21.06.2024/ DE000DW0E1U4 /
| 6/7/2024 9:05:17 AM |
Chg.+0.08 |
Bid10:45:36 AM |
Ask10:45:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+5.06% |
1.62
Bid Size: 50,000 |
1.64
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW0E1U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.18 |
| Parity: |
1.61 |
| Time value: |
0.15 |
| Break-even: |
14.75 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
6.06% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
7.18 |
| Rho: |
0.00 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.16% |
| 1 Month |
|
|
-25.89% |
| 3 Months |
|
|
+374.29% |
| YTD |
|
|
+140.58% |
| 1 Year |
|
|
+315.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.58 |
| 1M High / 1M Low: |
2.93 |
1.58 |
| 6M High / 6M Low: |
2.93 |
0.26 |
| High (YTD): |
5/20/2024 |
2.93 |
| Low (YTD): |
2/14/2024 |
0.26 |
| 52W High: |
5/20/2024 |
2.93 |
| 52W Low: |
6/26/2023 |
0.23 |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.02% |
| Volatility 6M: |
|
180.52% |
| Volatility 1Y: |
|
166.96% |
| Volatility 3Y: |
|
- |
