DZ Bank Call 190 ESL 20.12.2024
/ DE000DJ384V1
DZ Bank Call 190 ESL 20.12.2024/ DE000DJ384V1 /
| 22/05/2024 10:35:21 |
Chg.-0.100 |
Bid10:57:42 |
Ask10:57:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
-3.40% |
2.750
Bid Size: 25,000 |
2.770
Ask Size: 25,000 |
ESSILORLUXO. INH. EO... |
190.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ384V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.93 |
| Time value: |
1.10 |
| Break-even: |
220.30 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.71% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.21 |
| Rho: |
0.74 |
Quote data
| Open: |
2.850 |
| High: |
2.860 |
| Low: |
2.840 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.84% |
| 3 Months |
|
|
+64.16% |
| YTD |
|
|
+113.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.640 |
| 1M High / 1M Low: |
2.940 |
2.140 |
| 6M High / 6M Low: |
3.010 |
0.950 |
| High (YTD): |
20/03/2024 |
3.010 |
| Low (YTD): |
17/01/2024 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.879 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.67% |
| Volatility 6M: |
|
110.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
