DZ Bank Call 12 XCA 21.03.2025
/ DE000DY0KU50
DZ Bank Call 12 XCA 21.03.2025/ DE000DY0KU50 /
| 23/01/2025 21:42:52 |
Chg.+0.260 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+12.15% |
2.370
Bid Size: 5,000 |
2.450
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
12.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DY0KU5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
27/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
2.07 |
| Time value: |
0.15 |
| Break-even: |
14.21 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
3.76% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.73 |
| Rho: |
0.02 |
Quote data
| Open: |
2.240 |
| High: |
2.400 |
| Low: |
2.200 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.83% |
| 1 Month |
|
|
+73.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
+51.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.050 |
| 1M High / 1M Low: |
2.280 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
2.280 |
| Low (YTD): |
03/01/2025 |
1.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |