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DZ Bank Call 12 XCA 21.06.2024/  DE000DW3JCQ5  /

Frankfurt Zert./DZB
2024-05-23  2:05:01 PM Chg.-0.060 Bid2:11:00 PM Ask2:11:00 PM Underlying Strike price Expiration date Option type
3.710EUR -1.59% 3.700
Bid Size: 50,000		 3.720
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 12.00 - 2024-06-21 Call
 

Master data

WKN: DW3JCQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.05
Leverage: Yes

Calculated values

Fair value: 3.75
Intrinsic value: 3.72
Implied volatility: 0.74
Historic volatility: 0.19
Parity: 3.72
Time value: 0.17
Break-even: 15.88
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 2.65%
Delta: 0.92
Theta: -0.01
Omega: 3.73
Rho: 0.01
 

Quote data

Open: 3.720
High: 3.740
Low: 3.660
Previous Close: 3.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.49%
1 Month  
+50.81%
3 Months  
+298.92%
YTD  
+181.06%
1 Year  
+326.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.930 3.620
1M High / 1M Low: 3.930 2.460
6M High / 6M Low: 3.930 0.640
High (YTD): 2024-05-17 3.930
Low (YTD): 2024-02-16 0.700
52W High: 2024-05-17 3.930
52W Low: 2023-06-26 0.440
Avg. price 1W:   3.808
Avg. volume 1W:   0.000
Avg. price 1M:   3.225
Avg. volume 1M:   0.000
Avg. price 6M:   1.669
Avg. volume 6M:   0.000
Avg. price 1Y:   1.177
Avg. volume 1Y:   0.000
Volatility 1M:   57.29%
Volatility 6M:   116.78%
Volatility 1Y:   125.54%
Volatility 3Y:   -