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DZ Bank Put 350 LOR 20.12.2024/  DE000DJ38648  /

Frankfurt Zert./DZB
26/09/2024  21:34:46 Chg.-0.230 Bid21:58:47 Ask21:58:47 Underlying Strike price Expiration date Option type
0.310EUR -42.59% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 350.00 - 20/12/2024 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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -59.70
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -3.21
Time value: 0.64
Break-even: 343.60
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.51
Spread abs.: 0.10
Spread %: 18.52%
Delta: -0.21
Theta: -0.08
Omega: -12.68
Rho: -0.20
 

Quote data

Open: 0.450
High: 0.450
Low: 0.280
Previous Close: 0.540
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -59.21%
1 Month
  -31.11%
3 Months
  -35.42%
YTD
  -66.67%
1 Year
  -85.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.310
1M High / 1M Low: 1.040 0.310
6M High / 6M Low: 1.040 0.210
High (YTD): 17/01/2024 1.130
Low (YTD): 06/06/2024 0.210
52W High: 19/10/2023 2.540
52W Low: 06/06/2024 0.210
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.834
Avg. volume 1Y:   0.000
Volatility 1M:   307.04%
Volatility 6M:   228.04%
Volatility 1Y:   177.85%
Volatility 3Y:   -