DZ Bank Call 13 XCA 20.06.2025
/ DE000DJ745H2
DZ Bank Call 13 XCA 20.06.2025/ DE000DJ745H2 /
| 2024-06-05 9:34:56 PM |
Chg.-0.160 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-5.95% |
2.540
Bid Size: 5,000 |
2.590
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
13.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ745H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
1.72 |
| Time value: |
1.03 |
| Break-even: |
15.75 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.85% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.17 |
| Rho: |
0.09 |
Quote data
| Open: |
2.690 |
| High: |
2.690 |
| Low: |
2.530 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+23.41% |
| 3 Months |
|
|
+201.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.690 |
| 1M High / 1M Low: |
2.970 |
2.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
