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DZ Bank Call 12 XCA 20.12.2024/  DE000DW0E1W0  /

Frankfurt Zert./DZB
11/10/2024  21:35:17 Chg.-0.030 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
2.020EUR -1.46% 2.010
Bid Size: 5,000		 2.050
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 12.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.74
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.81
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.81
Time value: 0.24
Break-even: 14.05
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.99%
Delta: 0.85
Theta: 0.00
Omega: 5.75
Rho: 0.02
 

Quote data

Open: 2.050
High: 2.070
Low: 1.970
Previous Close: 2.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.12%
1 Month
  -19.20%
3 Months  
+2.02%
YTD  
+31.17%
1 Year  
+129.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 1.980
1M High / 1M Low: 2.740 1.760
6M High / 6M Low: 3.940 1.490
High (YTD): 17/05/2024 3.940
Low (YTD): 13/02/2024 0.880
52W High: 17/05/2024 3.940
52W Low: 27/10/2023 0.740
Avg. price 1W:   2.068
Avg. volume 1W:   0.000
Avg. price 1M:   2.219
Avg. volume 1M:   0.000
Avg. price 6M:   2.390
Avg. volume 6M:   0.000
Avg. price 1Y:   1.878
Avg. volume 1Y:   0.000
Volatility 1M:   109.16%
Volatility 6M:   100.04%
Volatility 1Y:   99.43%
Volatility 3Y:   -