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: |
|
- |