DZ Bank Call 180 ESL 20.09.2024
/ DE000DJ52RZ2
DZ Bank Call 180 ESL 20.09.2024/ DE000DJ52RZ2 /
| 8/5/2024 11:34:57 AM |
Chg.-0.130 |
Bid11:47:24 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-4.25% |
2.850
Bid Size: 25,000 |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
180.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
2.84 |
| Time value: |
0.30 |
| Break-even: |
211.40 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.09 |
| Omega: |
5.75 |
| Rho: |
0.19 |
Quote data
| Open: |
2.780 |
| High: |
2.980 |
| Low: |
2.770 |
| Previous Close: |
3.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.66% |
| 1 Month |
|
|
+12.26% |
| 3 Months |
|
|
+15.35% |
| YTD |
|
|
+94.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.330 |
3.010 |
| 1M High / 1M Low: |
3.330 |
1.450 |
| 6M High / 6M Low: |
3.480 |
1.350 |
| High (YTD): |
3/20/2024 |
3.480 |
| Low (YTD): |
1/17/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.67% |
| Volatility 6M: |
|
136.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
