DZ Bank Call 170 ESL 20.12.2024
/ DE000DJ2NUP0
DZ Bank Call 170 ESL 20.12.2024/ DE000DJ2NUP0 /
| 17/05/2024 21:35:13 |
Chg.+0.300 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.560EUR |
+7.04% |
4.570
Bid Size: 2,500 |
4.650
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
170.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
3.86 |
| Time value: |
0.80 |
| Break-even: |
216.60 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
1.75% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
0.78 |
Quote data
| Open: |
4.370 |
| High: |
4.600 |
| Low: |
4.220 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+14.57% |
| 3 Months |
|
|
+70.15% |
| YTD |
|
|
+87.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
4.260 |
| 1M High / 1M Low: |
4.560 |
3.620 |
| 6M High / 6M Low: |
4.620 |
1.930 |
| High (YTD): |
20/03/2024 |
4.620 |
| Low (YTD): |
17/01/2024 |
1.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.69% |
| Volatility 6M: |
|
81.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
