DZ Bank Call 16 XCA 20.09.2024
/ DE000DJ7RK59
DZ Bank Call 16 XCA 20.09.2024/ DE000DJ7RK59 /
| 2024-05-23 1:08:35 PM |
Chg.-0.050 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-18.52% |
0.220
Bid Size: 50,000 |
0.230
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ7RK5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.19 |
| Parity: |
-0.29 |
| Time value: |
0.32 |
| Break-even: |
16.32 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
23.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+21900.00% |
| YTD |
|
|
+120.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.210 |
| 1M High / 1M Low: |
0.340 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
0.340 |
| Low (YTD): |
2024-03-18 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
