DZ Bank Call 16 XCA 20.06.2025
/ DE000DJ745M2
DZ Bank Call 16 XCA 20.06.2025/ DE000DJ745M2 /
07/10/2024 12:42:13 |
Chg.+0.020 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ745M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
03/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
43.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-2.39 |
Time value: |
0.31 |
Break-even: |
16.31 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.04 |
Spread %: |
14.81% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
10.55 |
Rho: |
0.02 |
Quote data
Open: |
0.260 |
High: |
0.280 |
Low: |
0.260 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.70% |
1 Month |
|
|
-37.78% |
3 Months |
|
|
-37.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.260 |
1M High / 1M Low: |
0.530 |
0.260 |
6M High / 6M Low: |
1.150 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.532 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.85% |
Volatility 6M: |
|
178.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |