DZ Bank Call 180 ESL 20.12.2024
/ DE000DW81EJ6
DZ Bank Call 180 ESL 20.12.2024/ DE000DW81EJ6 /
| 5/31/2024 12:47:41 PM |
Chg.+0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
+1.28% |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
180.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
2.53 |
| Time value: |
0.93 |
| Break-even: |
214.60 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
2.37% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
4.71 |
| Rho: |
0.71 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.16 |
| Previous Close: |
3.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.24% |
| 1 Month |
|
|
+7.48% |
| 3 Months |
|
|
+21.54% |
| YTD |
|
|
+71.74% |
| 1 Year |
|
|
+88.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.62 |
3.12 |
| 1M High / 1M Low: |
3.65 |
2.78 |
| 6M High / 6M Low: |
3.71 |
1.36 |
| High (YTD): |
3/27/2024 |
3.71 |
| Low (YTD): |
1/17/2024 |
1.36 |
| 52W High: |
3/27/2024 |
3.71 |
| 52W Low: |
10/18/2023 |
1.03 |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.41% |
| Volatility 6M: |
|
87.77% |
| Volatility 1Y: |
|
99.21% |
| Volatility 3Y: |
|
- |
