DZ Bank Put 420 LOR 20.12.2024
/ DE000DJ7ER40
DZ Bank Put 420 LOR 20.12.2024/ DE000DJ7ER40 /
| 9/4/2024 9:34:52 PM |
Chg.+0.510 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.540EUR |
+16.83% |
3.480
Bid Size: 500 |
3.580
Ask Size: 500 |
L OREAL INH. E... |
420.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7ER4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
2.25 |
| Time value: |
0.91 |
| Break-even: |
388.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
3.27% |
| Delta: |
-0.61 |
| Theta: |
-0.07 |
| Omega: |
-7.64 |
| Rho: |
-0.80 |
Quote data
| Open: |
3.140 |
| High: |
3.550 |
| Low: |
3.140 |
| Previous Close: |
3.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.07% |
| 1 Month |
|
|
-14.70% |
| 3 Months |
|
|
+227.78% |
| YTD |
|
|
+49.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.540 |
2.900 |
| 1M High / 1M Low: |
4.560 |
2.900 |
| 6M High / 6M Low: |
4.560 |
1.080 |
| High (YTD): |
8/13/2024 |
4.560 |
| Low (YTD): |
6/6/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.35% |
| Volatility 6M: |
|
159.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
