DZ Bank Call 490 LOR 20.12.2024
/ DE000DJ7ER08
DZ Bank Call 490 LOR 20.12.2024/ DE000DJ7ER08 /
| 08/10/2024 21:34:37 |
Chg.-0.010 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.090
Bid Size: 500 |
0.240
Ask Size: 500 |
L OREAL INH. E... |
490.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ7ER0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
179.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-9.55 |
| Time value: |
0.22 |
| Break-even: |
492.20 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.10 |
| Spread %: |
83.33% |
| Delta: |
0.09 |
| Theta: |
-0.07 |
| Omega: |
15.66 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.140 |
| Low: |
0.080 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-96.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.090 |
| 1M High / 1M Low: |
0.160 |
0.010 |
| 6M High / 6M Low: |
1.980 |
0.010 |
| High (YTD): |
05/02/2024 |
2.710 |
| Low (YTD): |
23/09/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,704.62% |
| Volatility 6M: |
|
760.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
