DZ Bank Call 180 ESL 20.09.2024
/ DE000DJ52RZ2
DZ Bank Call 180 ESL 20.09.2024/ DE000DJ52RZ2 /
| 10/07/2024 21:35:12 |
Chg.-0.030 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-1.42% |
2.090
Bid Size: 1,250 |
2.190
Ask Size: 1,250 |
ESSILORLUXO. INH. EO... |
180.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ52RZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
1.72 |
| Time value: |
0.49 |
| Break-even: |
202.10 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
4.74% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
6.99 |
| Rho: |
0.26 |
Quote data
| Open: |
2.060 |
| High: |
2.140 |
| Low: |
2.040 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.09% |
| 1 Month |
|
|
-30.43% |
| 3 Months |
|
|
-25.71% |
| YTD |
|
|
+37.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.080 |
| 1M High / 1M Low: |
3.280 |
2.080 |
| 6M High / 6M Low: |
3.480 |
1.070 |
| High (YTD): |
20/03/2024 |
3.480 |
| Low (YTD): |
17/01/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.95% |
| Volatility 6M: |
|
120.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
