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DZ Bank Put 350 LOR 20.12.2024/  DE000DJ38648  /

Frankfurt Zert./DZB
2024-11-08  9:34:44 PM Chg.+0.630 Bid9:58:20 PM Ask9:58:20 PM Underlying Strike price Expiration date Option type
1.980EUR +46.67% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 350.00 - 2024-12-20 Put
 

Master data

WKN: DJ3864
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.82
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.53
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 1.53
Time value: 0.46
Break-even: 330.10
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 5.29%
Delta: -0.67
Theta: -0.10
Omega: -11.31
Rho: -0.28
 

Quote data

Open: 1.480
High: 2.050
Low: 1.480
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+321.28%
3 Months  
+157.14%
YTD  
+112.90%
1 Year  
+43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.980 1.130
1M High / 1M Low: 1.980 0.400
6M High / 6M Low: 1.980 0.210
High (YTD): 2024-11-08 1.980
Low (YTD): 2024-06-06 0.210
52W High: 2024-11-08 1.980
52W Low: 2024-06-06 0.210
Avg. price 1W:   1.508
Avg. volume 1W:   0.000
Avg. price 1M:   1.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   0.699
Avg. volume 1Y:   0.000
Volatility 1M:   464.57%
Volatility 6M:   302.00%
Volatility 1Y:   230.34%
Volatility 3Y:   -