DZ Bank Call 190 ESL 20.09.2024
/ DE000DJ588J2
DZ Bank Call 190 ESL 20.09.2024/ DE000DJ588J2 /
| 2024-05-24 9:09:32 AM |
Chg.+0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
+0.42% |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
190.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.82 |
| Time value: |
0.65 |
| Break-even: |
214.70 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
3.35% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
6.58 |
| Rho: |
0.45 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+29.73% |
| 3 Months |
|
|
+65.52% |
| YTD |
|
|
+130.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.39 |
| 1M High / 1M Low: |
2.46 |
1.66 |
| 6M High / 6M Low: |
2.56 |
0.65 |
| High (YTD): |
2024-03-27 |
2.56 |
| Low (YTD): |
2024-01-17 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.14% |
| Volatility 6M: |
|
126.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
