DZ Bank Call 13.5 XCA 20.09.2024
/ DE000DJ69G57
DZ Bank Call 13.5 XCA 20.09.2024/ DE000DJ69G57 /
| 11/09/2024 21:34:46 |
Chg.+0.100 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+12.50% |
0.920
Bid Size: 5,000 |
0.960
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
13.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ69G5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
0.66 |
| Time value: |
0.19 |
| Break-even: |
14.35 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.04 |
| Spread %: |
4.94% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
12.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.900 |
| Low: |
0.690 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+221.43% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
+60.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.650 |
| 1M High / 1M Low: |
0.870 |
0.260 |
| 6M High / 6M Low: |
2.400 |
0.230 |
| High (YTD): |
17/05/2024 |
2.400 |
| Low (YTD): |
16/02/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.894 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.39% |
| Volatility 6M: |
|
230.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
