DZ Bank Call 220 ESL 20.09.2024
/ DE000DJ52R12
DZ Bank Call 220 ESL 20.09.2024/ DE000DJ52R12 /
| 5/24/2024 9:35:19 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-1.79% |
0.550
Bid Size: 2,500 |
0.630
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
220.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52R1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-1.18 |
| Time value: |
0.63 |
| Break-even: |
226.30 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
14.55% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
12.69 |
| Rho: |
0.24 |
Quote data
| Open: |
0.550 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
+27.91% |
| 3 Months |
|
|
+103.70% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.540 |
| 1M High / 1M Low: |
0.630 |
0.350 |
| 6M High / 6M Low: |
0.810 |
0.100 |
| High (YTD): |
3/15/2024 |
0.810 |
| Low (YTD): |
1/24/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.49% |
| Volatility 6M: |
|
232.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
