DZ Bank Call 14.5 XCA 21.06.2024
/ DE000DJ7RK34
DZ Bank Call 14.5 XCA 21.06.2024/ DE000DJ7RK34 /
| 2024-05-16 9:13:07 AM |
Chg.-0.05 |
Bid8:19:45 PM |
Ask8:19:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-4.17% |
1.11
Bid Size: 10,000 |
1.21
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7RK3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.13 |
| Break-even: |
15.77 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
8.55% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
10.73 |
| Rho: |
0.01 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.86% |
| 1 Month |
|
|
+945.45% |
| 3 Months |
|
|
+2775.00% |
| YTD |
|
|
+505.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.00 |
| 1M High / 1M Low: |
1.23 |
0.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
1.23 |
| Low (YTD): |
2024-02-20 |
0.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
