DZ Bank Call 420 LOR 20.09.2024
/ DE000DJ6KZX0
DZ Bank Call 420 LOR 20.09.2024/ DE000DJ6KZX0 /
| 7/16/2024 2:05:01 PM |
Chg.-0.080 |
Bid2:17:46 PM |
Ask2:17:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-9.09% |
0.800
Bid Size: 10,000 |
0.830
Ask Size: 10,000 |
L OREAL INH. E... |
420.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-1.37 |
| Time value: |
1.01 |
| Break-even: |
430.10 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
17.44% |
| Delta: |
0.40 |
| Theta: |
-0.12 |
| Omega: |
16.19 |
| Rho: |
0.28 |
Quote data
| Open: |
0.730 |
| High: |
0.800 |
| Low: |
0.730 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
-76.54% |
| 3 Months |
|
|
-66.39% |
| YTD |
|
|
-85.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.790 |
| 1M High / 1M Low: |
4.190 |
0.790 |
| 6M High / 6M Low: |
5.830 |
0.790 |
| High (YTD): |
2/5/2024 |
5.830 |
| Low (YTD): |
7/9/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.26% |
| Volatility 6M: |
|
190.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
