DZ Bank Put 400 LOR 21.03.2025
/ DE000DQ2LZ58
DZ Bank Put 400 LOR 21.03.2025/ DE000DQ2LZ58 /
| 11/12/2024 12:34:34 PM |
Chg.+0.520 |
Bid12:39:32 PM |
Ask12:39:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.910EUR |
+8.14% |
6.920
Bid Size: 14,000 |
6.940
Ask Size: 14,000 |
L OREAL INH. E... |
400.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2LZ5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
6.30 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
6.30 |
| Time value: |
0.20 |
| Break-even: |
335.00 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.10 |
| Spread %: |
1.56% |
| Delta: |
-0.79 |
| Theta: |
-0.04 |
| Omega: |
-4.12 |
| Rho: |
-1.18 |
Quote data
| Open: |
6.940 |
| High: |
6.940 |
| Low: |
6.760 |
| Previous Close: |
6.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.87% |
| 1 Month |
|
|
+169.92% |
| 3 Months |
|
|
+100.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.630 |
5.280 |
| 1M High / 1M Low: |
6.630 |
2.680 |
| 6M High / 6M Low: |
6.630 |
1.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.17% |
| Volatility 6M: |
|
170.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
