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DZ Bank Call 14 XCA 21.06.2024/  DE000DW4S0H3  /

EUWAX
2024-04-30  9:15:24 AM Chg.- Bid9:03:29 AM Ask9:03:29 AM Underlying Strike price Expiration date Option type
0.790EUR - 0.770
Bid Size: 50,000		 0.780
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 14.00 - 2024-06-21 Call
 

Master data

WKN: DW4S0H
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2022-08-09
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.66
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.55
Implied volatility: 0.16
Historic volatility: 0.20
Parity: 0.55
Time value: 0.19
Break-even: 14.74
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 7.25%
Delta: 0.78
Theta: 0.00
Omega: 15.27
Rho: 0.01
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.22%
1 Month  
+92.68%
3 Months  
+172.41%
YTD  
+154.84%
1 Year  
+393.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.730
1M High / 1M Low: 0.800 0.230
6M High / 6M Low: 0.800 0.080
High (YTD): 2024-04-29 0.800
Low (YTD): 2024-02-20 0.080
52W High: 2024-04-29 0.800
52W Low: 2024-02-20 0.080
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.511
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   54.688
Volatility 1M:   328.89%
Volatility 6M:   242.87%
Volatility 1Y:   225.06%
Volatility 3Y:   -