DZ Bank Call 10 XCA 20.12.2024
/ DE000DW83KN1
DZ Bank Call 10 XCA 20.12.2024/ DE000DW83KN1 /
8/5/2024 9:35:14 PM |
Chg.-0.220 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.290EUR |
-6.27% |
3.290 Bid Size: 5,000 |
3.370 Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
10.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW83KN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
3.19 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
3.19 |
Time value: |
0.44 |
Break-even: |
13.62 |
Moneyness: |
1.32 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
2.84% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
3.16 |
Rho: |
0.03 |
Quote data
Open: |
2.910 |
High: |
3.350 |
Low: |
2.910 |
Previous Close: |
3.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.91% |
1 Month |
|
|
-16.50% |
3 Months |
|
|
-32.02% |
YTD |
|
|
+5.79% |
1 Year |
|
|
+30.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.240 |
3.510 |
1M High / 1M Low: |
4.310 |
3.510 |
6M High / 6M Low: |
5.960 |
2.380 |
High (YTD): |
5/17/2024 |
5.960 |
Low (YTD): |
2/13/2024 |
2.380 |
52W High: |
5/17/2024 |
5.960 |
52W Low: |
10/27/2023 |
1.850 |
Avg. price 1W: |
|
4.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.000 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.958 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.247 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.94% |
Volatility 6M: |
|
68.90% |
Volatility 1Y: |
|
62.83% |
Volatility 3Y: |
|
- |