DZ Bank Call 170 ESL 20.12.2024
/ DE000DJ2NUP0
DZ Bank Call 170 ESL 20.12.2024/ DE000DJ2NUP0 /
| 2024-06-07 9:35:26 PM |
Chg.+0.070 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.440EUR |
+1.60% |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
170.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2NUP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
3.88 |
| Time value: |
0.63 |
| Break-even: |
215.10 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.81% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
4.06 |
| Rho: |
0.74 |
Quote data
| Open: |
4.410 |
| High: |
4.470 |
| Low: |
4.330 |
| Previous Close: |
4.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.97% |
| 1 Month |
|
|
+4.72% |
| 3 Months |
|
|
+9.90% |
| YTD |
|
|
+82.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.470 |
4.110 |
| 1M High / 1M Low: |
4.640 |
4.020 |
| 6M High / 6M Low: |
4.640 |
1.930 |
| High (YTD): |
2024-05-27 |
4.640 |
| Low (YTD): |
2024-01-17 |
1.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.92% |
| Volatility 6M: |
|
80.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
