DZ Bank Call 230 ESL 20.12.2024
/ DE000DQ1NJR2
DZ Bank Call 230 ESL 20.12.2024/ DE000DQ1NJR2 /
| 13/11/2024 15:35:08 |
Chg.-0.020 |
Bid15:48:56 |
Ask15:48:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.520
Bid Size: 25,000 |
0.530
Ask Size: 25,000 |
ESSILORLUXO. INH. EO... |
230.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ1NJR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.65 |
| Break-even: |
236.50 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.05 |
| Spread %: |
8.33% |
| Delta: |
0.46 |
| Theta: |
-0.11 |
| Omega: |
15.92 |
| Rho: |
0.10 |
Quote data
| Open: |
0.580 |
| High: |
0.640 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+45.95% |
| 3 Months |
|
|
-1.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.560 |
| 1M High / 1M Low: |
0.920 |
0.200 |
| 6M High / 6M Low: |
0.920 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.40% |
| Volatility 6M: |
|
325.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
