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DZ Bank Call 11.5 XCA 20.12.2024/  DE000DJ384D9  /

Frankfurt Zert./DZB
2024-07-22  9:34:39 PM Chg.+0.100 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.840EUR +3.65% 2.840
Bid Size: 5,000		 2.880
Ask Size: 5,000		 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: 5.01
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 2.38
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 2.38
Time value: 0.39
Break-even: 14.27
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.47%
Delta: 0.86
Theta: 0.00
Omega: 4.32
Rho: 0.04
 

Quote data

Open: 2.730
High: 2.890
Low: 2.720
Previous Close: 2.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.40%
1 Month  
+35.89%
3 Months
  -3.73%
YTD  
+51.06%
1 Year  
+165.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.620
1M High / 1M Low: 2.840 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: 2024-05-17 4.430
52W Low: 2023-10-27 0.950
Avg. price 1W:   2.720
Avg. volume 1W:   0.000
Avg. price 1M:   2.360
Avg. volume 1M:   0.000
Avg. price 6M:   2.518
Avg. volume 6M:   0.000
Avg. price 1Y:   1.952
Avg. volume 1Y:   0.000
Volatility 1M:   90.04%
Volatility 6M:   97.28%
Volatility 1Y:   95.55%
Volatility 3Y:   -