DZ Bank Call 13.5 XCA 21.03.2025
/ DE000DQ4J811
DZ Bank Call 13.5 XCA 21.03.2025/ DE000DQ4J811 /
| 1/23/2025 9:42:40 PM |
Chg.+0.180 |
Bid9:58:24 PM |
Ask9:58:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+20.69% |
1.040
Bid Size: 5,000 |
1.080
Ask Size: 5,000 |
CREDIT AGRICOLE INH.... |
13.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ4J81 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
0.34 |
| Break-even: |
14.40 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
4.65% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
10.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.940 |
| High: |
1.060 |
| Low: |
0.890 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+169.23% |
| 3 Months |
|
|
-17.97% |
| YTD |
|
|
+114.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.810 |
| 1M High / 1M Low: |
0.980 |
0.390 |
| 6M High / 6M Low: |
1.680 |
0.260 |
| High (YTD): |
1/21/2025 |
0.980 |
| Low (YTD): |
1/3/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.81% |
| Volatility 6M: |
|
166.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |