DZ Bank Call 13.5 XCA 20.12.2024
/ DE000DJ69G65
DZ Bank Call 13.5 XCA 20.12.2024/ DE000DJ69G65 /
| 11/10/2024 09:13:55 |
Chg.-0.100 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-10.75% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.31 |
| Time value: |
0.53 |
| Break-even: |
14.34 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
10.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.90% |
| 1 Month |
|
|
-35.66% |
| 3 Months |
|
|
-8.79% |
| YTD |
|
|
+9.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.820 |
| 1M High / 1M Low: |
1.450 |
0.710 |
| 6M High / 6M Low: |
2.420 |
0.610 |
| High (YTD): |
20/05/2024 |
2.420 |
| Low (YTD): |
14/02/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.96% |
| Volatility 6M: |
|
165.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
