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DZ Bank Call 12 XCA 20.12.2024/  DE000DW0E1W0  /

Frankfurt Zert./DZB
2024-06-05  9:34:52 PM Chg.-0.210 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
3.020EUR -6.50% 3.040
Bid Size: 5,000		 3.090
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 12.00 - 2024-12-20 Call
 

Master data

WKN: DW0E1W
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.72
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 2.72
Time value: 0.56
Break-even: 15.28
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 1.55%
Delta: 0.85
Theta: 0.00
Omega: 3.81
Rho: 0.05
 

Quote data

Open: 3.230
High: 3.230
Low: 3.020
Previous Close: 3.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.70%
1 Month  
+8.24%
3 Months  
+179.63%
YTD  
+96.10%
1 Year  
+272.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.420 3.230
1M High / 1M Low: 3.940 3.100
6M High / 6M Low: 3.940 0.880
High (YTD): 2024-05-17 3.940
Low (YTD): 2024-02-13 0.880
52W High: 2024-05-17 3.940
52W Low: 2023-06-26 0.590
Avg. price 1W:   3.332
Avg. volume 1W:   0.000
Avg. price 1M:   3.579
Avg. volume 1M:   0.000
Avg. price 6M:   1.990
Avg. volume 6M:   0.000
Avg. price 1Y:   1.428
Avg. volume 1Y:   0.000
Volatility 1M:   69.58%
Volatility 6M:   99.57%
Volatility 1Y:   101.63%
Volatility 3Y:   -