DZ Bank Put 14 XCA 20.09.2024
/ DE000DJ8B396
DZ Bank Put 14 XCA 20.09.2024/ DE000DJ8B396 /
2024-06-12 9:07:47 AM |
Chg.+0.120 |
Bid9:51:31 AM |
Ask9:51:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+21.43% |
0.650 Bid Size: 50,000 |
0.660 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ8B39 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-15.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
0.44 |
Time value: |
0.43 |
Break-even: |
13.14 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
6.17% |
Delta: |
-0.54 |
Theta: |
0.00 |
Omega: |
-8.54 |
Rho: |
-0.02 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+112.50% |
1 Month |
|
|
+65.85% |
3 Months |
|
|
-66.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.320 |
1M High / 1M Low: |
0.560 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
284.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |