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DZ Bank Call 190 ESL 20.12.2024/  DE000DJ384V1  /

EUWAX
2024-07-31  9:05:25 AM Chg.+0.07 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.90EUR +2.47% -
Bid Size: -		 -
Ask Size: -		 ESSILORLUXO. INH. EO... 190.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ384V
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 2.22
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 2.22
Time value: 0.78
Break-even: 220.00
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 3.45%
Delta: 0.78
Theta: -0.05
Omega: 5.54
Rho: 0.53
 

Quote data

Open: 2.90
High: 2.90
Low: 2.90
Previous Close: 2.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.25%
1 Month  
+26.64%
3 Months  
+30.04%
YTD  
+114.81%
1 Year  
+55.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 1.60
1M High / 1M Low: 2.83 1.28
6M High / 6M Low: 2.94 1.13
High (YTD): 2024-03-27 2.94
Low (YTD): 2024-01-17 0.94
52W High: 2024-03-27 2.94
52W Low: 2023-10-18 0.69
Avg. price 1W:   2.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.28
Avg. volume 6M:   0.00
Avg. price 1Y:   1.75
Avg. volume 1Y:   0.00
Volatility 1M:   263.88%
Volatility 6M:   139.33%
Volatility 1Y:   125.11%
Volatility 3Y:   -