DZ Bank Call 13 XCA 20.09.2024
/ DE000DJ52MC2
DZ Bank Call 13 XCA 20.09.2024/ DE000DJ52MC2 /
| 2024-08-05 3:41:36 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.19 |
| Time value: |
0.60 |
| Break-even: |
13.78 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
9.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-43.00% |
| 3 Months |
|
|
-69.19% |
| YTD |
|
|
-28.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
0.570 |
| 1M High / 1M Low: |
1.450 |
0.570 |
| 6M High / 6M Low: |
2.930 |
0.310 |
| High (YTD): |
2024-05-20 |
2.930 |
| Low (YTD): |
2024-02-14 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.82% |
| Volatility 6M: |
|
203.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
