DZ Bank Call 190 ESL 20.09.2024
/ DE000DJ588J2
DZ Bank Call 190 ESL 20.09.2024/ DE000DJ588J2 /
| 10/07/2024 21:35:20 |
Chg.-0.040 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-3.03% |
1.300
Bid Size: 1,250 |
1.400
Ask Size: 1,250 |
ESSILORLUXO. INH. EO... |
190.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ588J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.70 |
| Break-even: |
204.20 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
7.58% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
9.24 |
| Rho: |
0.23 |
Quote data
| Open: |
1.290 |
| High: |
1.350 |
| Low: |
1.260 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.91% |
| 1 Month |
|
|
-40.19% |
| 3 Months |
|
|
-37.25% |
| YTD |
|
|
+26.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.280 |
| 1M High / 1M Low: |
2.410 |
1.280 |
| 6M High / 6M Low: |
2.640 |
0.660 |
| High (YTD): |
20/03/2024 |
2.640 |
| Low (YTD): |
24/01/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.28% |
| Volatility 6M: |
|
149.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
