DZ Bank Call 13.5 XCA 20.09.2024
/ DE000DJ69G57
DZ Bank Call 13.5 XCA 20.09.2024/ DE000DJ69G57 /
| 8/2/2024 9:02:54 AM |
Chg.-0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.50 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.32 |
| Time value: |
0.50 |
| Break-even: |
14.00 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
12.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.66% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
-59.54% |
| YTD |
|
|
+22.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.700 |
| 1M High / 1M Low: |
0.850 |
0.470 |
| 6M High / 6M Low: |
2.410 |
0.200 |
| High (YTD): |
5/20/2024 |
2.410 |
| Low (YTD): |
2/20/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.869 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.05% |
| Volatility 6M: |
|
227.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
