DZ Bank Call 13.5 XCA 20.12.2024
/ DE000DJ69G65
DZ Bank Call 13.5 XCA 20.12.2024/ DE000DJ69G65 /
| 2024-07-09 9:17:19 AM |
Chg.-0.070 |
Bid12:44:59 PM |
Ask12:44:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-7.22% |
0.780
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ69G6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.06 |
| Time value: |
0.93 |
| Break-even: |
14.49 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
8.79% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
7.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
+18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.670 |
| 1M High / 1M Low: |
1.420 |
0.670 |
| 6M High / 6M Low: |
2.420 |
0.330 |
| High (YTD): |
2024-05-20 |
2.420 |
| Low (YTD): |
2024-02-14 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.48% |
| Volatility 6M: |
|
167.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
