DZ Bank Call 180 ESL 20.09.2024
/ DE000DJ52RZ2
DZ Bank Call 180 ESL 20.09.2024/ DE000DJ52RZ2 /
| 25/06/2024 21:34:52 |
Chg.-0.100 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
-3.08% |
3.150
Bid Size: 2,500 |
3.230
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
180.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ52RZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
2.89 |
| Time value: |
0.43 |
| Break-even: |
213.20 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.47% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
5.37 |
| Rho: |
0.35 |
Quote data
| Open: |
3.110 |
| High: |
3.210 |
| Low: |
3.090 |
| Previous Close: |
3.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.63% |
| 1 Month |
|
|
-3.37% |
| 3 Months |
|
|
-5.12% |
| YTD |
|
|
+108.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.810 |
| 1M High / 1M Low: |
3.440 |
2.590 |
| 6M High / 6M Low: |
3.480 |
1.070 |
| High (YTD): |
20/03/2024 |
3.480 |
| Low (YTD): |
17/01/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.55% |
| Volatility 6M: |
|
120.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
