DZ Bank Call 200 ESL 20.09.2024
/ DE000DJ52R04
DZ Bank Call 200 ESL 20.09.2024/ DE000DJ52R04 /
| 2024-05-27 9:35:08 PM |
Chg.+0.140 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+8.59% |
1.770
Bid Size: 2,500 |
1.850
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
200.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52R0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.82 |
| Time value: |
0.89 |
| Break-even: |
217.10 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
4.91% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
8.21 |
| Rho: |
0.39 |
Quote data
| Open: |
1.660 |
| High: |
1.770 |
| Low: |
1.660 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
+39.37% |
| 3 Months |
|
|
+84.38% |
| YTD |
|
|
+176.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.620 |
| 1M High / 1M Low: |
1.760 |
1.110 |
| 6M High / 6M Low: |
1.910 |
0.370 |
| High (YTD): |
2024-03-20 |
1.910 |
| Low (YTD): |
2024-01-24 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.96% |
| Volatility 6M: |
|
163.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
