DZ Bank Call 200 ESL 20.09.2024
/ DE000DJ52R04
DZ Bank Call 200 ESL 20.09.2024/ DE000DJ52R04 /
| 2024-06-14 9:34:58 PM |
Chg.-0.320 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-22.22% |
1.150
Bid Size: 2,500 |
1.230
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: |
16.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.10 |
| Time value: |
1.13 |
| Break-even: |
212.30 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
6.96% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
9.31 |
| Rho: |
0.27 |
Quote data
| Open: |
1.340 |
| High: |
1.350 |
| Low: |
1.120 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.66% |
| 1 Month |
|
|
-25.33% |
| 3 Months |
|
|
-40.43% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.120 |
| 1M High / 1M Low: |
1.770 |
1.120 |
| 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: |
|
1.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.37% |
| Volatility 6M: |
|
165.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
