DZ Bank Call 11.5 XCA 20.12.2024
/ DE000DJ384D9
DZ Bank Call 11.5 XCA 20.12.2024/ DE000DJ384D9 /
| 04/11/2024 12:52:41 |
Chg.+0.10 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
+3.66% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
2.63 |
| Time value: |
0.18 |
| Break-even: |
14.31 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
2.93% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.01 |
Quote data
| Open: |
2.79 |
| High: |
2.83 |
| Low: |
2.79 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+24.12% |
| 3 Months |
|
|
+10.12% |
| YTD |
|
|
+48.17% |
| 1 Year |
|
|
+133.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.51 |
| 1M High / 1M Low: |
2.90 |
2.28 |
| 6M High / 6M Low: |
4.45 |
1.89 |
| High (YTD): |
20/05/2024 |
4.45 |
| Low (YTD): |
14/02/2024 |
1.19 |
| 52W High: |
20/05/2024 |
4.45 |
| 52W Low: |
28/11/2023 |
1.13 |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.00% |
| Volatility 6M: |
|
97.97% |
| Volatility 1Y: |
|
93.33% |
| Volatility 3Y: |
|
- |
