DZ Bank Put 360 LOR 20.09.2024/  DE000DJ6K0J2  /

Frankfurt Zert./DZB
2024-06-11  9:35:01 PM Chg.+0.010 Bid9:58:03 PM Ask- Underlying Strike price Expiration date Option type
0.090EUR +12.50% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 360.00 - 2024-09-20 Put
 

Master data

WKN: DJ6K0J
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -469.83
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -6.29
Time value: 0.09
Break-even: 359.10
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 0.84
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.05
Theta: -0.02
Omega: -22.20
Rho: -0.05
 

Quote data

Open: 0.130
High: 0.150
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -77.50%
YTD
  -88.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: 0.960 0.080
High (YTD): 2024-01-17 0.960
Low (YTD): 2024-06-10 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.31%
Volatility 6M:   167.44%
Volatility 1Y:   -
Volatility 3Y:   -