DZ Bank Call 400 LOR 20.09.2024
/ DE000DJ26VS3
DZ Bank Call 400 LOR 20.09.2024/ DE000DJ26VS3 /
| 2024-07-30 9:07:43 AM |
Chg.-0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
400.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.74 |
| Time value: |
1.44 |
| Break-even: |
414.40 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.15 |
| Spread %: |
11.63% |
| Delta: |
0.47 |
| Theta: |
-0.18 |
| Omega: |
12.85 |
| Rho: |
0.24 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.61% |
| 1 Month |
|
|
-50.93% |
| 3 Months |
|
|
-75.51% |
| YTD |
|
|
-81.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.20 |
| 1M High / 1M Low: |
3.08 |
1.20 |
| 6M High / 6M Low: |
7.43 |
1.20 |
| High (YTD): |
2024-02-06 |
7.43 |
| Low (YTD): |
2024-07-26 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.67% |
| Volatility 6M: |
|
163.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
