DZ Bank Call 14.5 XCA 20.12.2024
/ DE000DJ7RK67
DZ Bank Call 14.5 XCA 20.12.2024/ DE000DJ7RK67 /
| 04/11/2024 09:09:39 |
Chg.0.000 |
Bid21:33:38 |
Ask21:33:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.420
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
CREDIT AGRICOLE INH.... |
14.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ7RK6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.37 |
| Time value: |
0.39 |
| Break-even: |
14.89 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
15.42 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
-28.85% |
| YTD |
|
|
-15.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.250 |
| 1M High / 1M Low: |
0.480 |
0.250 |
| 6M High / 6M Low: |
1.520 |
0.220 |
| High (YTD): |
20/05/2024 |
1.520 |
| Low (YTD): |
19/02/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.43% |
| Volatility 6M: |
|
244.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
