DZ Bank Call 11.5 XCA 20.12.2024
/ DE000DJ384D9
DZ Bank Call 11.5 XCA 20.12.2024/ DE000DJ384D9 /
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: |
|
- |