DZ Bank Call 470 LOR 21.06.2024
/ DE000DJ6YAP0
DZ Bank Call 470 LOR 21.06.2024/ DE000DJ6YAP0 /
| 2024-06-03 9:09:33 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
470.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-11-24 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
206.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.47 |
| Time value: |
0.22 |
| Break-even: |
472.20 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.09 |
| Spread %: |
69.23% |
| Delta: |
0.22 |
| Theta: |
-0.21 |
| Omega: |
45.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.00% |
| 1 Month |
|
|
-46.00% |
| 3 Months |
|
|
-72.16% |
| YTD |
|
|
-86.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.270 |
| 1M High / 1M Low: |
0.680 |
0.120 |
| 6M High / 6M Low: |
2.120 |
0.120 |
| High (YTD): |
2024-02-06 |
2.120 |
| Low (YTD): |
2024-05-31 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
645.31% |
| Volatility 6M: |
|
359.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
