DZ Bank Call 500 LOR 20.09.2024/  DE000DJ26VU9  /

Frankfurt Zert./DZB
2024-07-08  1:34:33 PM Chg.+0.030 Bid9:58:15 PM Ask2024-07-08 Underlying Strike price Expiration date Option type
0.080EUR +60.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 500.00 - 2024-09-20 Call
 

Master data

WKN: DJ26VU
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-07-08
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 356.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -10.74
Time value: 0.11
Break-even: 501.10
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 4.54
Spread abs.: 0.09
Spread %: 450.00%
Delta: 0.05
Theta: -0.06
Omega: 18.12
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.090
Low: 0.070
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -46.67%
3 Months
  -86.67%
YTD
  -95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.140 0.040
6M High / 6M Low: 1.720 0.040
High (YTD): 2024-02-05 1.720
Low (YTD): 2024-07-04 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   707.48%
Volatility 6M:   304.11%
Volatility 1Y:   -
Volatility 3Y:   -