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DZ Bank Call 13 XCA 20.12.2024/  DE000DW0E1X8  /

Frankfurt Zert./DZB
2024-07-22  9:34:34 PM Chg.+0.090 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.560EUR +6.12% 1.560
Bid Size: 5,000		 1.600
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 13.00 - 2024-12-20 Call
 

Master data

WKN: DW0E1X
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.19
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.88
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.88
Time value: 0.63
Break-even: 14.51
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.72%
Delta: 0.72
Theta: 0.00
Omega: 6.59
Rho: 0.03
 

Quote data

Open: 1.470
High: 1.600
Low: 1.470
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.23%
1 Month  
+54.46%
3 Months
  -5.45%
YTD  
+62.50%
1 Year  
+218.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.390
1M High / 1M Low: 1.560 0.840
6M High / 6M Low: 2.910 0.450
High (YTD): 2024-05-17 2.910
Low (YTD): 2024-02-13 0.450
52W High: 2024-05-17 2.910
52W Low: 2023-08-02 0.420
Avg. price 1W:   1.460
Avg. volume 1W:   0.000
Avg. price 1M:   1.195
Avg. volume 1M:   0.000
Avg. price 6M:   1.367
Avg. volume 6M:   0.000
Avg. price 1Y:   1.022
Avg. volume 1Y:   0.000
Volatility 1M:   136.45%
Volatility 6M:   138.57%
Volatility 1Y:   129.32%
Volatility 3Y:   -