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DZ Bank Call 15 XCA 21.06.2024/  DE000DW4XX60  /

EUWAX
2024-05-28  11:55:05 AM Chg.+0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.850EUR +4.94% -
Bid Size: -		 -
Ask Size: -		 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: 17.05
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.86
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 0.86
Time value: 0.08
Break-even: 15.93
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.10
Spread %: 12.05%
Delta: 0.90
Theta: 0.00
Omega: 15.27
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.94%
1 Month  
+226.92%
3 Months  
+3595.65%
YTD  
+553.85%
1 Year  
+431.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.620
1M High / 1M Low: 0.930 0.210
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:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   513.84%
Volatility 6M:   410.57%
Volatility 1Y:   364.06%
Volatility 3Y:   -