DZ Bank Call 460 LOR 20.09.2024
/ DE000DJ6KZ01
DZ Bank Call 460 LOR 20.09.2024/ DE000DJ6KZ01 /
| 7/16/2024 2:05:01 PM |
Chg.+0.040 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+30.77% |
0.170
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
L OREAL INH. E... |
460.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6KZ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
145.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-5.37 |
| Time value: |
0.28 |
| Break-even: |
462.80 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.15 |
| Spread %: |
115.38% |
| Delta: |
0.14 |
| Theta: |
-0.08 |
| Omega: |
20.00 |
| Rho: |
0.10 |
Quote data
| Open: |
0.140 |
| High: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
-87.02% |
| 3 Months |
|
|
-82.47% |
| YTD |
|
|
-94.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
1.760 |
0.130 |
| 6M High / 6M Low: |
3.360 |
0.130 |
| High (YTD): |
2/5/2024 |
3.360 |
| Low (YTD): |
7/15/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
476.190 |
| Avg. price 6M: |
|
1.655 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.86% |
| Volatility 6M: |
|
260.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
