DZ Bank Call 430 LOR 20.09.2024
/ DE000DJ6KZY8
DZ Bank Call 430 LOR 20.09.2024/ DE000DJ6KZY8 /
| 2024-07-31 9:34:32 PM |
Chg.-0.330 |
Bid9:58:34 PM |
Ask9:58:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-56.90% |
0.260
Bid Size: 500 |
0.410
Ask Size: 500 |
L OREAL INH. E... |
430.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6KZY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
-3.77 |
| Time value: |
0.73 |
| Break-even: |
437.30 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.15 |
| Spread %: |
25.86% |
| Delta: |
0.26 |
| Theta: |
-0.17 |
| Omega: |
14.11 |
| Rho: |
0.13 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.240 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.81% |
| 1 Month |
|
|
-78.81% |
| 3 Months |
|
|
-92.04% |
| YTD |
|
|
-94.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.380 |
| 1M High / 1M Low: |
1.270 |
0.380 |
| 6M High / 6M Low: |
5.070 |
0.380 |
| High (YTD): |
2024-02-05 |
5.070 |
| Low (YTD): |
2024-07-25 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.826 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.19% |
| Volatility 6M: |
|
232.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
