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DZ Bank Call 12 XCA 20.12.2024/  DE000DW0E1W0  /

Frankfurt Zert./DZB
2024-07-22  9:34:50 PM Chg.+0.100 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.390EUR +4.37% 2.390
Bid Size: 5,000		 2.430
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: 5.96
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.88
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 1.88
Time value: 0.45
Break-even: 14.33
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.75%
Delta: 0.83
Theta: 0.00
Omega: 4.92
Rho: 0.04
 

Quote data

Open: 2.280
High: 2.430
Low: 2.280
Previous Close: 2.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.63%
1 Month  
+39.77%
3 Months
  -3.24%
YTD  
+55.19%
1 Year  
+184.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.390 2.180
1M High / 1M Low: 2.390 1.490
6M High / 6M Low: 3.940 0.880
High (YTD): 2024-05-17 3.940
Low (YTD): 2024-02-13 0.880
52W High: 2024-05-17 3.940
52W Low: 2023-10-27 0.740
Avg. price 1W:   2.274
Avg. volume 1W:   0.000
Avg. price 1M:   1.948
Avg. volume 1M:   0.000
Avg. price 6M:   2.104
Avg. volume 6M:   0.000
Avg. price 1Y:   1.607
Avg. volume 1Y:   0.000
Volatility 1M:   101.55%
Volatility 6M:   110.85%
Volatility 1Y:   105.81%
Volatility 3Y:   -