DZ Bank Put 12 XCA 20.06.2025
/ DE000DJ745P5
DZ Bank Put 12 XCA 20.06.2025/ DE000DJ745P5 /
11/10/2024 21:35:06 |
Chg.-0.010 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
0.530 Bid Size: 5,000 |
0.570 Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ745P |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
03/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-1.81 |
Time value: |
0.57 |
Break-even: |
11.43 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.04 |
Spread %: |
7.55% |
Delta: |
-0.23 |
Theta: |
0.00 |
Omega: |
-5.57 |
Rho: |
-0.03 |
Quote data
Open: |
0.550 |
High: |
0.580 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.67% |
1 Month |
|
|
+3.92% |
3 Months |
|
|
-22.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.520 |
1M High / 1M Low: |
0.680 |
0.460 |
6M High / 6M Low: |
1.060 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.658 |
Avg. volume 6M: |
|
147.287 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.93% |
Volatility 6M: |
|
131.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |