DZ Bank Call 190 ESL 20.12.2024
/ DE000DJ384V1
DZ Bank Call 190 ESL 20.12.2024/ DE000DJ384V1 /
| 16/05/2024 09:05:40 |
Chg.+0.15 |
Bid11:26:04 |
Ask11:26:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+5.47% |
2.79
Bid Size: 22,000 |
2.81
Ask Size: 22,000 |
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: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.81 |
| Time value: |
1.12 |
| Break-even: |
219.30 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.81% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.32 |
| Rho: |
0.76 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.14% |
| 1 Month |
|
|
+33.18% |
| 3 Months |
|
|
+100.69% |
| YTD |
|
|
+114.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.51 |
| 1M High / 1M Low: |
2.80 |
2.10 |
| 6M High / 6M Low: |
2.94 |
0.94 |
| High (YTD): |
27/03/2024 |
2.94 |
| Low (YTD): |
17/01/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.57% |
| Volatility 6M: |
|
105.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
