DZ Bank Call 420 LOR 20.09.2024
/ DE000DJ6KZX0
DZ Bank Call 420 LOR 20.09.2024/ DE000DJ6KZX0 /
| 2024-06-28 10:35:03 AM |
Chg.-0.700 |
Bid10:42:32 AM |
Ask10:42:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-30.97% |
1.600
Bid Size: 10,000 |
1.630
Ask Size: 10,000 |
L OREAL INH. E... |
420.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6KZX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
2.21 |
| Break-even: |
444.90 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
5.06% |
| Delta: |
0.57 |
| Theta: |
-0.15 |
| Omega: |
9.72 |
| Rho: |
0.50 |
Quote data
| Open: |
1.890 |
| High: |
1.890 |
| Low: |
1.560 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.57% |
| 1 Month |
|
|
-60.41% |
| 3 Months |
|
|
-59.16% |
| YTD |
|
|
-71.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
2.260 |
| 1M High / 1M Low: |
4.690 |
2.260 |
| 6M High / 6M Low: |
5.830 |
2.000 |
| High (YTD): |
2024-02-05 |
5.830 |
| Low (YTD): |
2024-04-08 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.016 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.28% |
| Volatility 6M: |
|
174.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
