DZ Bank Call 11 XCA 20.09.2024
/ DE000DJ52MA6
DZ Bank Call 11 XCA 20.09.2024/ DE000DJ52MA6 /
| 29/07/2024 09:04:17 |
Chg.+0.12 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
+4.08% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
11.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ52MA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
2.90 |
| Time value: |
0.22 |
| Break-even: |
14.12 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
2.63% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.01 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
2.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.33% |
| 1 Month |
|
|
+37.84% |
| 3 Months |
|
|
-17.30% |
| YTD |
|
|
+38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.93 |
| 1M High / 1M Low: |
3.08 |
2.26 |
| 6M High / 6M Low: |
4.95 |
1.52 |
| High (YTD): |
20/05/2024 |
4.95 |
| Low (YTD): |
14/02/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.28% |
| Volatility 6M: |
|
97.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
