DZ Bank Call 12.5 XCA 20.06.2025
/ DE000DQ0DHQ1
DZ Bank Call 12.5 XCA 20.06.2025/ DE000DQ0DHQ1 /
| 10/11/2024 9:07:31 AM |
Chg.-0.07 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-3.38% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DQ0DHQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.31 |
| Time value: |
0.67 |
| Break-even: |
14.48 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.06% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.36 |
| Rho: |
0.06 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.36% |
| 1 Month |
|
|
-18.70% |
| 3 Months |
|
|
+3.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.96 |
| 1M High / 1M Low: |
2.61 |
1.78 |
| 6M High / 6M Low: |
3.42 |
1.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.33% |
| Volatility 6M: |
|
104.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
