DZ Bank Call 440 LOR 20.12.2024
/ DE000DJ6KZ76
DZ Bank Call 440 LOR 20.12.2024/ DE000DJ6KZ76 /
10/8/2024 7:04:29 PM |
Chg.-0.110 |
Bid10/8/2024 |
Ask10/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-21.15% |
0.410 Bid Size: 4,000 |
0.510 Ask Size: 4,000 |
L OREAL INH. E... |
440.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ6KZ7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
62.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
-4.55 |
Time value: |
0.63 |
Break-even: |
446.30 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.10 |
Spread %: |
18.87% |
Delta: |
0.23 |
Theta: |
-0.11 |
Omega: |
14.37 |
Rho: |
0.17 |
Quote data
Open: |
0.390 |
High: |
0.450 |
Low: |
0.390 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.33% |
1 Month |
|
|
+10.81% |
3 Months |
|
|
-66.94% |
YTD |
|
|
-91.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.480 |
1M High / 1M Low: |
0.740 |
0.130 |
6M High / 6M Low: |
4.570 |
0.130 |
High (YTD): |
2/5/2024 |
5.240 |
Low (YTD): |
9/18/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.354 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.926 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
852.17% |
Volatility 6M: |
|
381.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |