DZ Bank Call 490 LOR 21.06.2024/  DE000DJ7ERY6  /

Frankfurt Zert./DZB
2024-05-06  12:04:31 PM Chg.+0.050 Bid9:58:03 PM Ask- Underlying Strike price Expiration date Option type
0.190EUR +35.71% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 490.00 - 2024-06-21 Call
 

Master data

WKN: DJ7ERY
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2024-06-21
Issue date: 2023-12-08
Last trading day: 2024-05-06
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 296.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -4.53
Time value: 0.15
Break-even: 491.50
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 4.69
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.10
Theta: -0.14
Omega: 30.01
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.190
Low: 0.170
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.67%
3 Months
  -60.42%
YTD
  -83.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: - -
High (YTD): 2024-02-05 1.360
Low (YTD): 2024-04-25 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -