DZ Bank Call 460 LOR 20.12.2024/  DE000DJ6KZ84  /

EUWAX
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:   -