DZ Bank Put 480 LOR 20.06.2025
/ DE000DJ89666
DZ Bank Put 480 LOR 20.06.2025/ DE000DJ89666 /
| 18/10/2024 21:34:48 |
Chg.-0.140 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.930EUR |
-1.26% |
10.980
Bid Size: 500 |
11.080
Ask Size: 500 |
L OREAL INH. E... |
480.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
DJ8966 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.73 |
| Intrinsic value: |
10.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
10.73 |
| Time value: |
0.35 |
| Break-even: |
369.20 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.10 |
| Spread %: |
0.91% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-2.53 |
| Rho: |
-2.61 |
Quote data
| Open: |
10.870 |
| High: |
11.010 |
| Low: |
10.650 |
| Previous Close: |
11.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.31% |
| 1 Month |
|
|
+6.43% |
| 3 Months |
|
|
+37.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.390 |
9.330 |
| 1M High / 1M Low: |
11.390 |
7.970 |
| 6M High / 6M Low: |
11.410 |
4.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.724 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.31% |
| Volatility 6M: |
|
90.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
