DZ Bank Put 380 LOR 21.03.2025
/ DE000DQ2LZ41
DZ Bank Put 380 LOR 21.03.2025/ DE000DQ2LZ41 /
| 11/11/2024 09:09:40 |
Chg.-0.07 |
Bid12:19:30 |
Ask12:19:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
-1.47% |
4.78
Bid Size: 14,000 |
4.80
Ask Size: 14,000 |
L OREAL INH. E... |
380.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2LZ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
4.53 |
| Time value: |
0.33 |
| Break-even: |
331.40 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
2.10% |
| Delta: |
-0.74 |
| Theta: |
-0.04 |
| Omega: |
-5.13 |
| Rho: |
-1.06 |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
4.69 |
| Previous Close: |
4.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.67% |
| 1 Month |
|
|
+148.15% |
| 3 Months |
|
|
+110.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
3.89 |
| 1M High / 1M Low: |
4.76 |
1.79 |
| 6M High / 6M Low: |
4.76 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.57% |
| Volatility 6M: |
|
196.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
