DZ Bank Put 380 LOR 20.09.2024
/ DE000DJ6K0K0
DZ Bank Put 380 LOR 20.09.2024/ DE000DJ6K0K0 /
| 2024-07-31 9:34:47 PM |
Chg.-0.340 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-51.52% |
0.310
Bid Size: 500 |
0.460
Ask Size: 500 |
L OREAL INH. E... |
380.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6K0K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-48.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-1.23 |
| Time value: |
0.81 |
| Break-even: |
371.90 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
22.73% |
| Delta: |
-0.33 |
| Theta: |
-0.11 |
| Omega: |
-15.83 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.270 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.93% |
| 1 Month |
|
|
-60.98% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
-68.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.630 |
| 1M High / 1M Low: |
0.870 |
0.330 |
| 6M High / 6M Low: |
1.170 |
0.140 |
| High (YTD): |
2024-01-17 |
1.360 |
| Low (YTD): |
2024-06-05 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.28% |
| Volatility 6M: |
|
275.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
