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DZ Bank Call 460 LOR 20.09.2024/  DE000DJ6KZ01  /

Frankfurt Zert./DZB
2024-06-28  10:04:48 AM Chg.-0.260 Bid10:24:08 AM Ask10:24:08 AM Underlying Strike price Expiration date Option type
0.460EUR -36.11% 0.450
Bid Size: 10,000		 0.480
Ask Size: 10,000		 L OREAL INH. E... 460.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.51
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -3.72
Time value: 0.89
Break-even: 468.90
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.57
Spread abs.: 0.12
Spread %: 15.58%
Delta: 0.29
Theta: -0.12
Omega: 13.78
Rho: 0.26
 

Quote data

Open: 0.590
High: 0.590
Low: 0.460
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -61.67%
1 Month
  -70.89%
3 Months
  -74.30%
YTD
  -85.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.720
1M High / 1M Low: 1.980 0.720
6M High / 6M Low: 3.360 0.720
High (YTD): 2024-02-05 3.360
Low (YTD): 2024-06-27 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   1.044
Avg. volume 1W:   0.000
Avg. price 1M:   1.507
Avg. volume 1M:   434.783
Avg. price 6M:   1.867
Avg. volume 6M:   78.740
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.87%
Volatility 6M:   237.22%
Volatility 1Y:   -
Volatility 3Y:   -