DZ Bank Call 14.5 XCA 20.12.2024
/ DE000DJ7RK67
DZ Bank Call 14.5 XCA 20.12.2024/ DE000DJ7RK67 /
| 2024-06-05 12:35:02 PM |
Chg.-0.040 |
Bid12:38:20 PM |
Ask12:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-3.25% |
1.180
Bid Size: 50,000 |
1.190
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7RK6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.22 |
| Time value: |
1.06 |
| Break-even: |
15.78 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
4.07% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
7.05 |
| Rho: |
0.04 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.130 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.77% |
| 1 Month |
|
|
+43.37% |
| 3 Months |
|
|
+466.67% |
| YTD |
|
|
+176.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.230 |
| 1M High / 1M Low: |
1.540 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
1.540 |
| Low (YTD): |
2024-02-13 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
