DZ Bank Call 15 XCA 20.09.2024
/ DE000DJ26TD9
DZ Bank Call 15 XCA 20.09.2024/ DE000DJ26TD9 /
| 2024-05-30 9:34:34 PM |
Chg.-0.060 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-8.70% |
0.620
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26TD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.26 |
| Time value: |
0.73 |
| Break-even: |
15.73 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
10.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.640 |
| Low: |
0.570 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+110.00% |
| 3 Months |
|
|
+1240.43% |
| YTD |
|
|
+231.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.690 |
| 1M High / 1M Low: |
0.960 |
0.300 |
| 6M High / 6M Low: |
0.960 |
0.036 |
| High (YTD): |
2024-05-17 |
0.960 |
| Low (YTD): |
2024-02-19 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.74% |
| Volatility 6M: |
|
262.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
