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DZ Bank Call 12 XCA 20.12.2024/  DE000DW0E1W0  /

Frankfurt Zert./DZB
2024-11-04  9:34:48 PM Chg.+0.160 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
2.370EUR +7.24% 2.370
Bid Size: 5,000		 2.450
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 12.00 - 2024-12-20 Call
 

Master data

WKN: DW0E1W
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.13
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 2.13
Time value: 0.20
Break-even: 14.33
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 3.56%
Delta: 0.87
Theta: -0.01
Omega: 5.29
Rho: 0.01
 

Quote data

Open: 2.310
High: 2.390
Low: 2.290
Previous Close: 2.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.80%
1 Month  
+22.16%
3 Months  
+32.40%
YTD  
+53.90%
1 Year  
+141.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 2.160
1M High / 1M Low: 2.500 1.940
6M High / 6M Low: 3.940 1.490
High (YTD): 2024-05-17 3.940
Low (YTD): 2024-02-13 0.880
52W High: 2024-05-17 3.940
52W Low: 2023-11-28 0.870
Avg. price 1W:   2.220
Avg. volume 1W:   0.000
Avg. price 1M:   2.204
Avg. volume 1M:   0.000
Avg. price 6M:   2.381
Avg. volume 6M:   0.000
Avg. price 1Y:   1.965
Avg. volume 1Y:   0.000
Volatility 1M:   66.95%
Volatility 6M:   97.86%
Volatility 1Y:   98.87%
Volatility 3Y:   -