DZ Bank Call 14 XCA 20.09.2024
/ DE000DJ52MD0
DZ Bank Call 14 XCA 20.09.2024/ DE000DJ52MD0 /
| 2024-05-30 2:34:59 PM |
Chg.-0.100 |
Bid3:04:38 PM |
Ask3:04:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-7.30% |
1.260
Bid Size: 50,000 |
1.270
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52MD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.66 |
| Break-even: |
15.40 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
7.23 |
| Rho: |
0.03 |
Quote data
| Open: |
1.220 |
| High: |
1.280 |
| Low: |
1.180 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.12% |
| 1 Month |
|
|
+67.11% |
| 3 Months |
|
|
+807.14% |
| YTD |
|
|
+225.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.370 |
| 1M High / 1M Low: |
1.900 |
0.760 |
| 6M High / 6M Low: |
1.900 |
0.110 |
| High (YTD): |
2024-05-17 |
1.900 |
| Low (YTD): |
2024-02-19 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.94% |
| Volatility 6M: |
|
205.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
