DZ Bank Call 16.5 XCA 21.03.2025
/ DE000DQ296H7
DZ Bank Call 16.5 XCA 21.03.2025/ DE000DQ296H7 /
9/2/2024 9:08:06 AM |
Chg.+0.030 |
Bid11:24:27 AM |
Ask11:24:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+15.79% |
0.220 Bid Size: 50,000 |
0.230 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
16.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ296H |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/6/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
56.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-2.35 |
Time value: |
0.25 |
Break-even: |
16.75 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
12.21 |
Rho: |
0.02 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-69.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.150 |
1M High / 1M Low: |
0.220 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.146 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |