DZ Bank Call 440 LOR 20.09.2024
/ DE000DJ6KZZ5
DZ Bank Call 440 LOR 20.09.2024/ DE000DJ6KZZ5 /
| 7/31/2024 9:34:48 PM |
Chg.-0.260 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-65.00% |
0.140
Bid Size: 500 |
0.290
Ask Size: 500 |
L OREAL INH. E... |
440.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6KZZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
-4.77 |
| Time value: |
0.55 |
| Break-even: |
445.50 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.15 |
| Spread %: |
37.50% |
| Delta: |
0.21 |
| Theta: |
-0.15 |
| Omega: |
14.92 |
| Rho: |
0.11 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.130 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
-83.91% |
| 3 Months |
|
|
-94.53% |
| YTD |
|
|
-96.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.250 |
| 1M High / 1M Low: |
0.930 |
0.250 |
| 6M High / 6M Low: |
4.500 |
0.250 |
| High (YTD): |
2/5/2024 |
4.500 |
| Low (YTD): |
7/25/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
374.65% |
| Volatility 6M: |
|
249.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
