DZ Bank Put 380 LOR 20.12.2024
/ DE000DQ2B911
DZ Bank Put 380 LOR 20.12.2024/ DE000DQ2B911 /
| 2024-11-11 3:05:00 PM |
Chg.-0.170 |
Bid9:59:41 PM |
Ask2024-11-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
-3.74% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
380.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DQ2B91 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-11-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
4.30 |
| Time value: |
0.08 |
| Break-even: |
336.20 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.87 |
| Theta: |
-0.06 |
| Omega: |
-6.71 |
| Rho: |
-0.35 |
Quote data
| Open: |
4.220 |
| High: |
4.510 |
| Low: |
4.220 |
| Previous Close: |
4.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.17% |
| 1 Month |
|
|
+297.27% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.540 |
3.140 |
| 1M High / 1M Low: |
4.540 |
1.160 |
| 6M High / 6M Low: |
4.540 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.91% |
| Volatility 6M: |
|
253.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
