DZ Bank Call 460 LOR 20.12.2024
/ DE000DJ6KZ84
DZ Bank Call 460 LOR 20.12.2024/ DE000DJ6KZ84 /
10/8/2024 9:12:10 AM |
Chg.-0.060 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-20.69% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
460.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ6KZ8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
164.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-6.55 |
Time value: |
0.24 |
Break-even: |
462.40 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
1.21 |
Spread abs.: |
-0.01 |
Spread %: |
-4.00% |
Delta: |
0.11 |
Theta: |
-0.06 |
Omega: |
18.62 |
Rho: |
0.08 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
+21.05% |
3 Months |
|
|
-67.61% |
YTD |
|
|
-94.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.230 |
1M High / 1M Low: |
0.390 |
0.080 |
6M High / 6M Low: |
3.280 |
0.080 |
High (YTD): |
2/6/2024 |
4.190 |
Low (YTD): |
9/23/2024 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.185 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.317 |
Avg. volume 6M: |
|
192.308 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
456.02% |
Volatility 6M: |
|
258.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |