DZ Bank Call 11.5 XCA 20.12.2024
/ DE000DJ384D9
DZ Bank Call 11.5 XCA 20.12.2024/ DE000DJ384D9 /
| 2024-07-08 10:34:35 AM |
Chg.+0.270 |
Bid11:02:19 AM |
Ask11:02:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+10.63% |
2.750
Bid Size: 50,000 |
2.770
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
11.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ384D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
2.13 |
| Time value: |
0.51 |
| Break-even: |
14.13 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
3.14% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.28 |
| Rho: |
0.04 |
Quote data
| Open: |
2.480 |
| High: |
2.810 |
| Low: |
2.480 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.11% |
| 1 Month |
|
|
-20.62% |
| 3 Months |
|
|
+3.31% |
| YTD |
|
|
+49.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.990 |
| 1M High / 1M Low: |
3.020 |
1.840 |
| 6M High / 6M Low: |
4.430 |
1.170 |
| High (YTD): |
2024-05-17 |
4.430 |
| Low (YTD): |
2024-02-13 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.13% |
| Volatility 6M: |
|
97.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
