DZ Bank Put 400 LOR 20.09.2024
/ DE000DJ29H48
DZ Bank Put 400 LOR 20.09.2024/ DE000DJ29H48 /
| 2024-07-30 9:34:53 PM |
Chg.-0.320 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-18.50% |
1.410
Bid Size: 500 |
1.560
Ask Size: 500 |
L OREAL INH. E... |
400.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ29H4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.74 |
| Time value: |
1.16 |
| Break-even: |
381.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
8.57% |
| Delta: |
-0.53 |
| Theta: |
-0.13 |
| Omega: |
-10.99 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.750 |
| High: |
2.110 |
| Low: |
1.410 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+83.12% |
| YTD |
|
|
+1.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.300 |
| 1M High / 1M Low: |
1.800 |
0.800 |
| 6M High / 6M Low: |
1.830 |
0.290 |
| High (YTD): |
2024-01-17 |
1.920 |
| Low (YTD): |
2024-06-05 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.251 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.62% |
| Volatility 6M: |
|
256.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
