DZ Bank Call 14 XCA 21.06.2024
/ DE000DW4S0H3
DZ Bank Call 14 XCA 21.06.2024/ DE000DW4S0H3 /
| 5/17/2024 9:17:16 AM |
Chg.+0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+4.29% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
14.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW4S0H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/9/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
1.84 |
| Time value: |
0.19 |
| Break-even: |
16.03 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
5.18% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
6.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.86% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+1788.89% |
| YTD |
|
|
+448.39% |
| 1 Year |
|
|
+639.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.60 |
| 1M High / 1M Low: |
1.75 |
0.34 |
| 6M High / 6M Low: |
1.75 |
0.08 |
| High (YTD): |
5/14/2024 |
1.75 |
| Low (YTD): |
2/20/2024 |
0.08 |
| 52W High: |
5/14/2024 |
1.75 |
| 52W Low: |
2/20/2024 |
0.08 |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.29 |
| Avg. volume 1Y: |
|
54.69 |
| Volatility 1M: |
|
272.93% |
| Volatility 6M: |
|
258.02% |
| Volatility 1Y: |
|
231.59% |
| Volatility 3Y: |
|
- |
