DZ Bank Call 180 ESL 20.09.2024
/ DE000DJ52RZ2
DZ Bank Call 180 ESL 20.09.2024/ DE000DJ52RZ2 /
| 26/08/2024 09:58:18 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
180.00 - |
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 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
26/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.18 |
| Parity: |
2.88 |
| Time value: |
0.48 |
| Break-even: |
213.60 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.43 |
| Omega: |
5.03 |
| Rho: |
0.05 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.57 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.34% |
| 3 Months |
|
|
+13.75% |
| YTD |
|
|
+139.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.64 |
2.94 |
| 6M High / 6M Low: |
3.64 |
1.48 |
| High (YTD): |
26/08/2024 |
3.64 |
| Low (YTD): |
17/01/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.38% |
| Volatility 6M: |
|
137.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
