DZ Bank Put 360 LOR 21.03.2025
/ DE000DQ2LZ33
DZ Bank Put 360 LOR 21.03.2025/ DE000DQ2LZ33 /
| 11/11/2024 12:27:20 PM |
Chg.- |
Bid2:30:50 PM |
Ask2:30:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
- |
3.50
Bid Size: 14,000 |
3.52
Ask Size: 14,000 |
L OREAL INH. E... |
360.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2LZ3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
2.30 |
| Time value: |
0.95 |
| Break-even: |
327.50 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.17% |
| Delta: |
-0.61 |
| Theta: |
-0.06 |
| Omega: |
-6.30 |
| Rho: |
-0.84 |
Quote data
| Open: |
3.19 |
| High: |
3.28 |
| Low: |
3.19 |
| Previous Close: |
3.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.41% |
| 1 Month |
|
|
+173.33% |
| 3 Months |
|
|
+121.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
2.57 |
| 1M High / 1M Low: |
3.28 |
1.13 |
| 6M High / 6M Low: |
3.28 |
0.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.47% |
| Volatility 6M: |
|
200.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
