DZ Bank Call 360 LOR 20.12.2024/  DE000DQ6NQ79  /

EUWAX
11/6/2024  9:12:14 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 360.00 EUR 12/20/2024 Call
 

Master data

WKN: DQ6NQ7
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 360.00 EUR
Maturity: 12/20/2024
Issue date: 8/12/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.24
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -2.23
Time value: 0.59
Break-even: 365.90
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.98
Spread abs.: 0.10
Spread %: 20.41%
Delta: 0.29
Theta: -0.14
Omega: 16.67
Rho: 0.11
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.79%
1 Month
  -76.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.660
1M High / 1M Low: 4.000 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.735
Avg. volume 1W:   0.000
Avg. price 1M:   2.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -