DZ Bank Call 12.5 XCA 20.09.2024
/ DE000DJ58547
DZ Bank Call 12.5 XCA 20.09.2024/ DE000DJ58547 /
2024-05-23 2:34:51 PM |
Chg.-0.060 |
Bid2:59:43 PM |
Ask2:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
-1.83% |
3.220 Bid Size: 50,000 |
3.240 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ5854 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-06 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.38 |
Intrinsic value: |
3.22 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
3.22 |
Time value: |
0.17 |
Break-even: |
15.88 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.10 |
Spread %: |
3.05% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
4.58 |
Rho: |
0.04 |
Quote data
Open: |
3.230 |
High: |
3.240 |
Low: |
3.160 |
Previous Close: |
3.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.88% |
1 Month |
|
|
+64.62% |
3 Months |
|
|
+393.85% |
YTD |
|
|
+202.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.420 |
3.120 |
1M High / 1M Low: |
3.420 |
1.950 |
6M High / 6M Low: |
3.420 |
0.470 |
High (YTD): |
2024-05-17 |
3.420 |
Low (YTD): |
2024-02-13 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.718 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.326 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.78% |
Volatility 6M: |
|
131.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |