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DZ Bank Call 12.5 XCA 20.12.2024/  DE000DJ4P2C0  /

Frankfurt Zert./DZB
11/15/2024  9:34:51 PM Chg.+0.150 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.910EUR +19.74% 0.930
Bid Size: 5,000		 0.970
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 12.50 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/7/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.69
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.78
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.78
Time value: 0.20
Break-even: 13.47
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.78
Theta: -0.01
Omega: 10.61
Rho: 0.01
 

Quote data

Open: 0.790
High: 1.010
Low: 0.790
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.09%
1 Month
  -53.57%
3 Months
  -37.67%
YTD
  -25.41%
1 Year  
+31.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.760
1M High / 1M Low: 2.040 0.760
6M High / 6M Low: 3.400 0.760
High (YTD): 5/17/2024 3.400
Low (YTD): 2/13/2024 0.630
52W High: 5/17/2024 3.400
52W Low: 2/13/2024 0.630
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   1.518
Avg. volume 1M:   0.000
Avg. price 6M:   1.809
Avg. volume 6M:   0.000
Avg. price 1Y:   1.596
Avg. volume 1Y:   0.000
Volatility 1M:   167.15%
Volatility 6M:   127.83%
Volatility 1Y:   120.83%
Volatility 3Y:   -