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DZ Bank Call 13 XCA 21.06.2024/  DE000DW0E1U4  /

EUWAX
2024-05-17  9:05:10 AM Chg.+0.06 Bid10:53:00 AM Ask10:53:00 AM Underlying Strike price Expiration date Option type
2.70EUR +2.27% 2.75
Bid Size: 50,000		 2.77
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 13.00 - 2024-06-21 Call
 

Master data

WKN: DW0E1U
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 2.67
Intrinsic value: 2.63
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 2.63
Time value: 0.08
Break-even: 15.70
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.10
Spread %: 3.85%
Delta: 0.96
Theta: 0.00
Omega: 5.57
Rho: 0.01
 

Quote data

Open: 2.70
High: 2.70
Low: 2.70
Previous Close: 2.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.72%
1 Month  
+225.30%
3 Months  
+864.29%
YTD  
+291.30%
1 Year  
+527.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.53
1M High / 1M Low: 2.72 0.83
6M High / 6M Low: 2.72 0.26
High (YTD): 2024-05-15 2.72
Low (YTD): 2024-02-14 0.26
52W High: 2024-05-15 2.72
52W Low: 2023-06-26 0.23
Avg. price 1W:   2.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   0.61
Avg. volume 1Y:   0.00
Volatility 1M:   148.21%
Volatility 6M:   175.06%
Volatility 1Y:   165.03%
Volatility 3Y:   -