DZ Bank Call 190 ESL 20.09.2024
/ DE000DJ588J2
DZ Bank Call 190 ESL 20.09.2024/ DE000DJ588J2 /
| 25/06/2024 21:35:06 |
Chg.-0.100 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
-4.20% |
2.280
Bid Size: 2,500 |
2.360
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
190.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ588J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
1.89 |
| Time value: |
0.55 |
| Break-even: |
214.40 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
3.39% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
6.74 |
| Rho: |
0.33 |
Quote data
| Open: |
2.250 |
| High: |
2.340 |
| Low: |
2.230 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.87% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
-9.16% |
| YTD |
|
|
+125.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.980 |
| 1M High / 1M Low: |
2.560 |
1.790 |
| 6M High / 6M Low: |
2.640 |
0.660 |
| High (YTD): |
20/03/2024 |
2.640 |
| Low (YTD): |
24/01/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.33% |
| Volatility 6M: |
|
147.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
