DZ Bank Put 420 LOR 21.03.2025
/ DE000DQ2LZ66
DZ Bank Put 420 LOR 21.03.2025/ DE000DQ2LZ66 /
| 06/09/2024 09:13:45 |
Chg.+0.47 |
Bid10:55:36 |
Ask10:55:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.34EUR |
+12.14% |
4.44
Bid Size: 10,000 |
4.46
Ask Size: 10,000 |
L OREAL INH. E... |
420.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2LZ6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
3.25 |
| Time value: |
0.97 |
| Break-even: |
377.90 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
2.43% |
| Delta: |
-0.60 |
| Theta: |
-0.04 |
| Omega: |
-5.54 |
| Rho: |
-1.48 |
Quote data
| Open: |
4.34 |
| High: |
4.34 |
| Low: |
4.34 |
| Previous Close: |
3.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.65% |
| 1 Month |
|
|
-5.24% |
| 3 Months |
|
|
+187.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.40 |
| 1M High / 1M Low: |
4.93 |
3.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
