DZ Bank Call 11.5 XCA 20.09.2024
/ DE000DJ5J387
DZ Bank Call 11.5 XCA 20.09.2024/ DE000DJ5J387 /
| 2024-06-05 4:34:43 PM |
Chg.-0.160 |
Bid4:55:38 PM |
Ask4:55:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-4.66% |
3.230
Bid Size: 50,000 |
3.250
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5J38 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
3.22 |
| Time value: |
0.31 |
| Break-even: |
15.03 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
2.92% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.73 |
| Rho: |
0.03 |
Quote data
| Open: |
3.440 |
| High: |
3.440 |
| Low: |
3.270 |
| Previous Close: |
3.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.42% |
| 1 Month |
|
|
-0.30% |
| 3 Months |
|
|
+144.03% |
| YTD |
|
|
+84.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.610 |
3.430 |
| 1M High / 1M Low: |
4.400 |
3.430 |
| 6M High / 6M Low: |
4.400 |
1.080 |
| High (YTD): |
2024-05-17 |
4.400 |
| Low (YTD): |
2024-02-13 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.69% |
| Volatility 6M: |
|
94.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
