DZ Bank Call 13 XCA 20.09.2024
/ DE000DJ52MC2
DZ Bank Call 13 XCA 20.09.2024/ DE000DJ52MC2 /
09/09/2024 15:04:37 |
Chg.+0.160 |
Bid15:16:26 |
Ask15:16:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
+13.45% |
1.330 Bid Size: 50,000 |
1.350 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
13.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
DJ52MC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
01/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
1.13 |
Time value: |
0.09 |
Break-even: |
14.22 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.04 |
Spread %: |
3.39% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
10.05 |
Rho: |
0.00 |
Quote data
Open: |
1.240 |
High: |
1.360 |
Low: |
1.240 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.57% |
1 Month |
|
|
+145.45% |
3 Months |
|
|
-29.69% |
YTD |
|
|
+73.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.030 |
1M High / 1M Low: |
1.250 |
0.550 |
6M High / 6M Low: |
2.910 |
0.470 |
High (YTD): |
17/05/2024 |
2.910 |
Low (YTD): |
13/02/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.847 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.263 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.74% |
Volatility 6M: |
|
174.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |