DZ Bank Call 190 ESL 20.12.2024
/ DE000DJ384V1
DZ Bank Call 190 ESL 20.12.2024/ DE000DJ384V1 /
| 2024-04-30 9:34:56 PM |
Chg.-0.040 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
-1.83% |
2.110
Bid Size: 2,500 |
2.190
Ask Size: 2,500 |
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: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
1.12 |
| Break-even: |
212.00 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
3.77% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
6.51 |
| Rho: |
0.77 |
Quote data
| Open: |
2.230 |
| High: |
2.230 |
| Low: |
2.050 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.30% |
| 1 Month |
|
|
-25.95% |
| 3 Months |
|
|
+67.19% |
| YTD |
|
|
+60.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
2.140 |
| 1M High / 1M Low: |
2.850 |
2.140 |
| 6M High / 6M Low: |
3.010 |
0.950 |
| High (YTD): |
2024-03-20 |
3.010 |
| Low (YTD): |
2024-01-17 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.74% |
| Volatility 6M: |
|
110.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
