DZ Bank Call 12.5 XCA 20.12.2024
/ DE000DJ4P2C0
DZ Bank Call 12.5 XCA 20.12.2024/ DE000DJ4P2C0 /
| 9/10/2024 9:07:53 AM |
Chg.+0.01 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+0.47% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
1.78 |
| Time value: |
0.42 |
| Break-even: |
14.69 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.86% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
5.28 |
| Rho: |
0.03 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.50% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+74.80% |
| 1 Year |
|
|
+258.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.89 |
| 1M High / 1M Low: |
2.14 |
1.28 |
| 6M High / 6M Low: |
3.41 |
0.91 |
| High (YTD): |
5/20/2024 |
3.41 |
| Low (YTD): |
2/14/2024 |
0.65 |
| 52W High: |
5/20/2024 |
3.41 |
| 52W Low: |
10/27/2023 |
0.55 |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
9.38 |
| Avg. price 1Y: |
|
1.41 |
| Avg. volume 1Y: |
|
9.41 |
| Volatility 1M: |
|
55.76% |
| Volatility 6M: |
|
128.46% |
| Volatility 1Y: |
|
119.11% |
| Volatility 3Y: |
|
- |
