DZ Bank Call 180 ESL 20.09.2024
/ DE000DJ52RZ2
DZ Bank Call 180 ESL 20.09.2024/ DE000DJ52RZ2 /
| 2024-06-20 9:04:43 AM |
Chg.-0.09 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
-2.96% |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
180.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
2.41 |
| Time value: |
0.69 |
| Break-even: |
211.00 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
2.65% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
5.18 |
| Rho: |
0.33 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
3.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.81% |
| 1 Month |
|
|
-10.33% |
| 3 Months |
|
|
-11.41% |
| YTD |
|
|
+94.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.92 |
| 1M High / 1M Low: |
3.31 |
2.79 |
| 6M High / 6M Low: |
3.39 |
1.05 |
| High (YTD): |
2024-03-27 |
3.39 |
| Low (YTD): |
2024-01-17 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.24% |
| Volatility 6M: |
|
108.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
