DZ Bank Call 420 LOR 20.09.2024
/ DE000DJ6KZX0
DZ Bank Call 420 LOR 20.09.2024/ DE000DJ6KZX0 /
| 2024-07-31 9:34:47 PM |
Chg.-0.390 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-46.43% |
0.460
Bid Size: 500 |
0.610
Ask Size: 500 |
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: |
39.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-2.77 |
| Time value: |
0.99 |
| Break-even: |
429.90 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.15 |
| Spread %: |
17.86% |
| Delta: |
0.33 |
| Theta: |
-0.19 |
| Omega: |
13.03 |
| Rho: |
0.17 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.420 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-71.52% |
| 3 Months |
|
|
-88.16% |
| YTD |
|
|
-91.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.570 |
| 1M High / 1M Low: |
1.710 |
0.570 |
| 6M High / 6M Low: |
5.830 |
0.570 |
| High (YTD): |
2024-02-05 |
5.830 |
| Low (YTD): |
2024-07-25 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.30% |
| Volatility 6M: |
|
211.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
