DZ Bank Call 220 ESL 20.06.2025
/ DE000DJ746C1
DZ Bank Call 220 ESL 20.06.2025/ DE000DJ746C1 /
2025-01-15 9:14:02 AM |
Chg.-0.11 |
Bid3:31:47 PM |
Ask3:31:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.24EUR |
-4.68% |
2.51 Bid Size: 25,000 |
2.52 Ask Size: 25,000 |
ESSILORLUXO. INH. EO... |
220.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ746C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ESSILORLUXO. INH. EO -,18 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.35 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
1.35 |
Time value: |
1.05 |
Break-even: |
244.00 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.05 |
Spread %: |
2.13% |
Delta: |
0.70 |
Theta: |
-0.05 |
Omega: |
6.81 |
Rho: |
0.60 |
Quote data
Open: |
2.24 |
High: |
2.24 |
Low: |
2.24 |
Previous Close: |
2.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.68% |
1 Month |
|
|
+0.45% |
3 Months |
|
|
+46.41% |
YTD |
|
|
-3.86% |
1 Year |
|
|
+279.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.48 |
2.28 |
1M High / 1M Low: |
2.48 |
2.08 |
6M High / 6M Low: |
2.61 |
0.64 |
High (YTD): |
2025-01-08 |
2.48 |
Low (YTD): |
2025-01-06 |
2.08 |
52W High: |
2024-11-25 |
2.61 |
52W Low: |
2024-01-17 |
0.50 |
Avg. price 1W: |
|
2.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.45 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
87.19% |
Volatility 6M: |
|
160.58% |
Volatility 1Y: |
|
141.06% |
Volatility 3Y: |
|
- |