DZ Bank Call 520 LOR 20.12.2024/  DE000DJ6RBH9  /

Frankfurt Zert./DZB
10/21/2024  12:34:58 PM Chg.+0.055 Bid9:58:01 PM Ask10/21/2024 Underlying Strike price Expiration date Option type
0.056EUR +5500.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 520.00 - 12/20/2024 Call
 

Master data

WKN: DJ6RBH
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 12/20/2024
Issue date: 11/17/2023
Last trading day: 10/21/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 376.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.22
Parity: -18.53
Time value: 0.09
Break-even: 520.89
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 61.77
Spread abs.: 0.09
Spread %: 8,800.00%
Delta: 0.03
Theta: -0.07
Omega: 12.31
Rho: 0.01
 

Quote data

Open: 0.052
High: 0.062
Low: 0.052
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.00%
3 Months  
+40.00%
YTD
  -96.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.056 0.001
6M High / 6M Low: 1.110 0.001
High (YTD): 2/5/2024 1.760
Low (YTD): 10/18/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35,640.58%
Volatility 6M:   8,349.39%
Volatility 1Y:   -
Volatility 3Y:   -