DZ Bank Put 460 LOR 20.12.2024
/ DE000DJ7ER57
DZ Bank Put 460 LOR 20.12.2024/ DE000DJ7ER57 /
| 7/30/2024 3:04:44 PM |
Chg.+0.340 |
Bid3:19:49 PM |
Ask3:19:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.160EUR |
+4.99% |
7.170
Bid Size: 10,000 |
7.200
Ask Size: 10,000 |
L OREAL INH. E... |
460.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ7ER5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.74 |
| Intrinsic value: |
6.74 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
6.74 |
| Time value: |
0.13 |
| Break-even: |
391.30 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.44% |
| Delta: |
-0.78 |
| Theta: |
-0.03 |
| Omega: |
-4.45 |
| Rho: |
-1.47 |
Quote data
| Open: |
6.800 |
| High: |
7.300 |
| Low: |
6.800 |
| Previous Close: |
6.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.54% |
| 1 Month |
|
|
+26.73% |
| 3 Months |
|
|
+93.51% |
| YTD |
|
|
+79.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.950 |
6.040 |
| 1M High / 1M Low: |
6.950 |
5.070 |
| 6M High / 6M Low: |
6.950 |
2.540 |
| High (YTD): |
7/25/2024 |
6.950 |
| Low (YTD): |
6/5/2024 |
2.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.24% |
| Volatility 6M: |
|
134.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
