DZ Bank Call 450 LOR 20.09.2024
/ DE000DJ26VT1
DZ Bank Call 450 LOR 20.09.2024/ DE000DJ26VT1 /
| 2024-07-05 9:34:45 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.450
Bid Size: 1,000 |
0.570
Ask Size: 1,000 |
L OREAL INH. E... |
450.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-4.00 |
| Time value: |
0.57 |
| Break-even: |
455.70 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.12 |
| Spread %: |
26.67% |
| Delta: |
0.23 |
| Theta: |
-0.10 |
| Omega: |
16.67 |
| Rho: |
0.19 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.69% |
| 1 Month |
|
|
-81.56% |
| 3 Months |
|
|
-61.21% |
| YTD |
|
|
-87.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.450 |
| 1M High / 1M Low: |
2.440 |
0.450 |
| 6M High / 6M Low: |
3.900 |
0.450 |
| High (YTD): |
2024-02-05 |
3.900 |
| Low (YTD): |
2024-07-05 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
190.476 |
| Avg. price 6M: |
|
2.176 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.80% |
| Volatility 6M: |
|
228.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
