DZ Bank Call 470 LOR 21.06.2024
/ DE000DJ6YAP0
DZ Bank Call 470 LOR 21.06.2024/ DE000DJ6YAP0 /
| 28/05/2024 21:35:24 |
Chg.-0.040 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-22.22% |
0.150
Bid Size: 1,000 |
0.270
Ask Size: 1,000 |
L OREAL INH. E... |
470.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ6YAP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
154.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-2.07 |
| Time value: |
0.29 |
| Break-even: |
472.90 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.12 |
| Spread %: |
70.59% |
| Delta: |
0.22 |
| Theta: |
-0.16 |
| Omega: |
33.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.130 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
-57.58% |
| 3 Months |
|
|
-84.09% |
| YTD |
|
|
-92.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.140 |
| 1M High / 1M Low: |
0.690 |
0.140 |
| 6M High / 6M Low: |
2.090 |
0.140 |
| High (YTD): |
05/02/2024 |
2.090 |
| Low (YTD): |
28/05/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.88% |
| Volatility 6M: |
|
366.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
