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DZ Bank Call 11.5 XCA 20.12.2024/  DE000DJ384D9  /

Frankfurt Zert./DZB
9/6/2024  9:34:40 PM Chg.-0.050 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
2.890EUR -1.70% 2.880
Bid Size: 5,000		 2.920
Ask Size: 5,000		 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: 4.78
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.71
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 2.71
Time value: 0.27
Break-even: 14.47
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.37%
Delta: 0.89
Theta: 0.00
Omega: 4.28
Rho: 0.03
 

Quote data

Open: 2.920
High: 3.030
Low: 2.870
Previous Close: 2.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.37%
1 Month  
+49.74%
3 Months
  -18.36%
YTD  
+53.72%
1 Year  
+180.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.940 2.720
1M High / 1M Low: 2.940 1.930
6M High / 6M Low: 4.430 1.590
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:   2.852
Avg. volume 1W:   0.000
Avg. price 1M:   2.441
Avg. volume 1M:   0.000
Avg. price 6M:   2.725
Avg. volume 6M:   0.000
Avg. price 1Y:   2.116
Avg. volume 1Y:   0.000
Volatility 1M:   71.64%
Volatility 6M:   84.86%
Volatility 1Y:   89.93%
Volatility 3Y:   -