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DZ Bank Call 180 ESL 20.12.2024/  DE000DW81EJ6  /

Frankfurt Zert./DZB
2024-06-19  10:35:13 AM Chg.-0.080 Bid10:48:03 AM Ask10:48:03 AM Underlying Strike price Expiration date Option type
3.410EUR -2.29% 3.380
Bid Size: 25,000		 3.400
Ask Size: 25,000		 ESSILORLUXO. INH. EO... 180.00 - 2024-12-20 Call
 

Master data

WKN: DW81EJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 2.68
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 2.68
Time value: 0.86
Break-even: 215.40
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.08
Spread %: 2.31%
Delta: 0.80
Theta: -0.05
Omega: 4.68
Rho: 0.66
 

Quote data

Open: 3.380
High: 3.440
Low: 3.380
Previous Close: 3.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.40%
1 Month
  -6.83%
3 Months
  -5.28%
YTD  
+86.34%
1 Year  
+85.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.590 2.940
1M High / 1M Low: 3.750 2.940
6M High / 6M Low: 3.790 1.380
High (YTD): 2024-03-20 3.790
Low (YTD): 2024-01-17 1.380
52W High: 2024-03-20 3.790
52W Low: 2023-10-18 0.990
Avg. price 1W:   3.388
Avg. volume 1W:   0.000
Avg. price 1M:   3.444
Avg. volume 1M:   0.000
Avg. price 6M:   2.742
Avg. volume 6M:   0.000
Avg. price 1Y:   2.216
Avg. volume 1Y:   0.000
Volatility 1M:   114.00%
Volatility 6M:   99.32%
Volatility 1Y:   101.65%
Volatility 3Y:   -