DZ Bank Put 400 LOR 20.09.2024
/ DE000DJ27112
DZ Bank Put 400 LOR 20.09.2024/ DE000DJ27112 /
| 06/09/2024 10:40:01 |
Chg.+0.67 |
Bid11:48:04 |
Ask11:48:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+51.15% |
1.94
Bid Size: 10,000 |
-
Ask Size: - |
L OREAL INH. E... |
400.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ2711 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
1.25 |
| Time value: |
0.07 |
| Break-even: |
386.90 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.35 |
| Spread %: |
-21.08% |
| Delta: |
-0.82 |
| Theta: |
-0.08 |
| Omega: |
-24.30 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.90% |
| 1 Month |
|
|
-6.60% |
| 3 Months |
|
|
+538.71% |
| YTD |
|
|
+44.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.93 |
| 1M High / 1M Low: |
2.68 |
0.93 |
| 6M High / 6M Low: |
2.68 |
0.31 |
| High (YTD): |
13/08/2024 |
2.68 |
| Low (YTD): |
07/06/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
54.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.72% |
| Volatility 6M: |
|
312.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
