DZ Bank Put 400 LOR 21.03.2025
/ DE000DQ2LZ58
DZ Bank Put 400 LOR 21.03.2025/ DE000DQ2LZ58 /
| 9/6/2024 5:04:29 PM |
Chg.+0.150 |
Bid5:15:06 PM |
Ask5:15:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+5.24% |
3.030
Bid Size: 10,000 |
3.050
Ask Size: 10,000 |
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: |
-13.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
1.25 |
| Time value: |
1.70 |
| Break-even: |
370.60 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.52% |
| Delta: |
-0.49 |
| Theta: |
-0.05 |
| Omega: |
-6.52 |
| Rho: |
-1.19 |
Quote data
| Open: |
2.930 |
| High: |
3.190 |
| Low: |
2.840 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.44% |
| 1 Month |
|
|
-3.53% |
| 3 Months |
|
|
+178.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.290 |
| 1M High / 1M Low: |
3.580 |
2.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
