DZ Bank Put 440 LOR 20.09.2024
/ DE000DJ6RBL1
DZ Bank Put 440 LOR 20.09.2024/ DE000DJ6RBL1 /
| 2024-07-08 2:35:15 PM |
Chg.+0.030 |
Bid2:42:55 PM |
Ask2:42:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
+0.89% |
3.330
Bid Size: 10,000 |
3.360
Ask Size: 10,000 |
L OREAL INH. E... |
440.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6RBL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
3.00 |
| Time value: |
0.49 |
| Break-even: |
405.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.12 |
| Spread %: |
3.57% |
| Delta: |
-0.70 |
| Theta: |
-0.07 |
| Omega: |
-8.24 |
| Rho: |
-0.65 |
Quote data
| Open: |
3.450 |
| High: |
3.450 |
| Low: |
3.100 |
| Previous Close: |
3.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+217.76% |
| 3 Months |
|
|
-17.48% |
| YTD |
|
|
+31.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.770 |
3.300 |
| 1M High / 1M Low: |
3.770 |
1.100 |
| 6M High / 6M Low: |
4.120 |
1.050 |
| High (YTD): |
2024-04-08 |
4.120 |
| Low (YTD): |
2024-06-05 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.64% |
| Volatility 6M: |
|
201.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
