DZ Bank Put 350 LOR 20.12.2024
/ DE000DJ38648
DZ Bank Put 350 LOR 20.12.2024/ DE000DJ38648 /
| 2024-07-17 5:04:44 PM |
Chg.+0.050 |
Bid2024-07-17 |
Ask2024-07-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+10.42% |
0.530
Bid Size: 10,000 |
0.560
Ask Size: 10,000 |
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: |
-63.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-5.00 |
| Time value: |
0.63 |
| Break-even: |
343.70 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
31.25% |
| Delta: |
-0.16 |
| Theta: |
-0.05 |
| Omega: |
-10.46 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.530 |
| High: |
0.550 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.78% |
| 1 Month |
|
|
+55.88% |
| 3 Months |
|
|
-31.17% |
| YTD |
|
|
-43.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.360 |
| 1M High / 1M Low: |
0.650 |
0.300 |
| 6M High / 6M Low: |
1.130 |
0.210 |
| High (YTD): |
2024-01-17 |
1.130 |
| Low (YTD): |
2024-06-06 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.07% |
| Volatility 6M: |
|
166.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
