DZ Bank Call 190 ESL 20.12.2024
/ DE000DJ384V1
DZ Bank Call 190 ESL 20.12.2024/ DE000DJ384V1 /
| 31/05/2024 12:47:56 |
Chg.+0.01 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+0.42% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.53 |
| Time value: |
1.18 |
| Break-even: |
217.10 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
3.04% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
5.47 |
| Rho: |
0.67 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.41 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.93% |
| 1 Month |
|
|
+8.07% |
| 3 Months |
|
|
+23.59% |
| YTD |
|
|
+78.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.40 |
| 1M High / 1M Low: |
2.89 |
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: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.83% |
| Volatility 6M: |
|
101.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
