DZ Bank Call 15 XCA 21.06.2024
/ DE000DW4XX60
DZ Bank Call 15 XCA 21.06.2024/ DE000DW4XX60 /
2024-05-31 9:05:42 AM |
Chg.+0.050 |
Bid9:59:10 AM |
Ask9:59:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+31.25% |
0.200 Bid Size: 50,000 |
0.210 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
15.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW4XX6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-17 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
67.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.17 |
Time value: |
0.22 |
Break-even: |
15.22 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.05 |
Spread %: |
29.41% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
29.16 |
Rho: |
0.00 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.13% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
+813.04% |
YTD |
|
|
+61.54% |
1 Year |
|
|
+61.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.160 |
1M High / 1M Low: |
0.930 |
0.160 |
6M High / 6M Low: |
0.930 |
0.018 |
High (YTD): |
2024-05-20 |
0.930 |
Low (YTD): |
2024-02-20 |
0.018 |
52W High: |
2024-05-20 |
0.930 |
52W Low: |
2024-02-20 |
0.018 |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.574 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.179 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.136 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
586.82% |
Volatility 6M: |
|
395.00% |
Volatility 1Y: |
|
372.55% |
Volatility 3Y: |
|
- |