DZ Bank Call 200 ESL 20.12.2024
/ DE000DJ32LK9
DZ Bank Call 200 ESL 20.12.2024/ DE000DJ32LK9 /
| 2024-04-30 9:34:37 PM |
Chg.-0.030 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-1.90% |
1.520
Bid Size: 2,500 |
1.600
Ask Size: 2,500 |
ESSILORLUXO. INH. EO... |
200.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ32LK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
1.53 |
| Break-even: |
216.10 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
5.23% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
7.49 |
| Rho: |
0.67 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.480 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.36% |
| 1 Month |
|
|
-29.55% |
| 3 Months |
|
|
+80.23% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.550 |
| 1M High / 1M Low: |
2.160 |
1.550 |
| 6M High / 6M Low: |
2.310 |
0.630 |
| High (YTD): |
2024-03-20 |
2.310 |
| Low (YTD): |
2024-01-24 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.85% |
| Volatility 6M: |
|
127.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
