OverviewChartNewsTraderScreen

DZ Bank Call 480 LOR 21.06.2024/  DE000DW3SGJ2  /

Frankfurt Zert./DZB
2024-06-03  12:04:50 PM Chg.-0.010 Bid9:58:00 PM Ask2024-06-03 Underlying Strike price Expiration date Option type
0.070EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 480.00 - 2024-06-21 Call
 

Master data

WKN: DW3SGJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 379.46
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -2.47
Time value: 0.12
Break-even: 481.20
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 3.71
Spread abs.: 0.08
Spread %: 200.00%
Delta: 0.12
Theta: -0.16
Omega: 47.06
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.070
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.56%
3 Months
  -90.00%
YTD
  -95.30%
1 Year
  -94.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.070
1M High / 1M Low: 0.410 0.001
6M High / 6M Low: 1.690 0.001
High (YTD): 2024-02-05 1.690
Low (YTD): 2024-05-29 0.001
52W High: 2023-06-30 1.770
52W Low: 2024-05-29 0.001
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.640
Avg. volume 6M:   0.000
Avg. price 1Y:   0.790
Avg. volume 1Y:   0.000
Volatility 1M:   19,429.13%
Volatility 6M:   6,943.08%
Volatility 1Y:   4,862.26%
Volatility 3Y:   -