DZ Bank Call 12.5 XCA 20.12.2024
/ DE000DJ4P2C0
DZ Bank Call 12.5 XCA 20.12.2024/ DE000DJ4P2C0 /
| 2024-07-22 9:34:55 PM |
Chg.+0.090 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+4.81% |
1.960
Bid Size: 5,000 |
2.000
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4P2C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.38 |
| Time value: |
0.52 |
| Break-even: |
14.40 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.15% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
5.70 |
| Rho: |
0.04 |
Quote data
| Open: |
1.850 |
| High: |
2.000 |
| Low: |
1.850 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.73% |
| 1 Month |
|
|
+48.48% |
| 3 Months |
|
|
-4.39% |
| YTD |
|
|
+60.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.770 |
| 1M High / 1M Low: |
1.960 |
1.130 |
| 6M High / 6M Low: |
3.400 |
0.630 |
| High (YTD): |
2024-05-17 |
3.400 |
| Low (YTD): |
2024-02-13 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.13% |
| Volatility 6M: |
|
125.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
