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DZ Bank Call 14 XCA 20.12.2024/  DE000DW81AE5  /

Frankfurt Zert./DZB
06/09/2024  21:35:04 Chg.-0.030 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.860EUR -3.37% 0.850
Bid Size: 5,000		 0.890
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 14.00 - 20/12/2024 Call
 

Master data

WKN: DW81AE
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.88
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.13
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.13
Time value: 0.76
Break-even: 14.89
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 4.71%
Delta: 0.58
Theta: 0.00
Omega: 9.27
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.960
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+91.11%
3 Months
  -40.69%
YTD  
+50.88%
1 Year  
+230.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.720
1M High / 1M Low: 0.890 0.430
6M High / 6M Low: 1.970 0.350
High (YTD): 17/05/2024 1.970
Low (YTD): 13/02/2024 0.220
52W High: 17/05/2024 1.970
52W Low: 13/02/2024 0.220
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   0.643
Avg. volume 1Y:   0.000
Volatility 1M:   185.22%
Volatility 6M:   166.97%
Volatility 1Y:   157.42%
Volatility 3Y:   -