DZ Bank Call 14 XCA 20.12.2024
/ DE000DW81AE5
DZ Bank Call 14 XCA 20.12.2024/ DE000DW81AE5 /
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: |
|
- |