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DZ Bank Call 11.5 XCA 20.12.2024/  DE000DJ384D9  /

Frankfurt Zert./DZB
9/11/2024  5:04:22 PM Chg.-0.060 Bid5:35:12 PM Ask5:35:12 PM Underlying Strike price Expiration date Option type
2.930EUR -2.01% 2.970
Bid Size: 10,000		 3.010
Ask Size: 10,000		 CREDIT AGRICOLE INH.... 11.50 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 2.66
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 2.66
Time value: 0.37
Break-even: 14.53
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.34%
Delta: 0.86
Theta: 0.00
Omega: 4.01
Rho: 0.02
 

Quote data

Open: 3.030
High: 3.050
Low: 2.880
Previous Close: 2.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.02%
1 Month  
+42.23%
3 Months  
+11.83%
YTD  
+55.85%
1 Year  
+168.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.050 2.790
1M High / 1M Low: 3.050 2.100
6M High / 6M Low: 4.430 1.690
High (YTD): 5/17/2024 4.430
Low (YTD): 2/13/2024 1.170
52W High: 5/17/2024 4.430
52W Low: 10/27/2023 0.950
Avg. price 1W:   2.932
Avg. volume 1W:   0.000
Avg. price 1M:   2.551
Avg. volume 1M:   0.000
Avg. price 6M:   2.747
Avg. volume 6M:   0.000
Avg. price 1Y:   2.132
Avg. volume 1Y:   0.000
Volatility 1M:   72.87%
Volatility 6M:   84.81%
Volatility 1Y:   89.51%
Volatility 3Y:   -