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: |
|
- |
