DZ Bank Call 160 ESL 20.12.2024
/ DE000DJ32LJ1
DZ Bank Call 160 ESL 20.12.2024/ DE000DJ32LJ1 /
| 2024-04-30 9:06:16 AM |
Chg.-0.20 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.55EUR |
-4.21% |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
160.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ32LJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
4.08 |
| Time value: |
0.43 |
| Break-even: |
205.10 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.81% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
4.30 |
| Rho: |
0.95 |
Quote data
| Open: |
4.55 |
| High: |
4.55 |
| Low: |
4.55 |
| Previous Close: |
4.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.41% |
| 1 Month |
|
|
-15.27% |
| 3 Months |
|
|
+45.83% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.81 |
4.55 |
| 1M High / 1M Low: |
5.34 |
4.29 |
| 6M High / 6M Low: |
5.42 |
2.55 |
| High (YTD): |
2024-03-27 |
5.42 |
| Low (YTD): |
2024-01-17 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.07% |
| Volatility 6M: |
|
70.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
