DZ Bank Put 480 LOR 20.06.2025
/ DE000DJ89666
DZ Bank Put 480 LOR 20.06.2025/ DE000DJ89666 /
| 10/9/2024 9:02:50 AM |
Chg.-0.29 |
Bid6:50:21 PM |
Ask6:50:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.53EUR |
-2.95% |
9.37
Bid Size: 4,000 |
9.47
Ask Size: 4,000 |
L OREAL INH. E... |
480.00 - |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/7/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.31 |
| Intrinsic value: |
9.31 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
9.31 |
| Time value: |
0.37 |
| Break-even: |
383.20 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.10 |
| Spread %: |
1.04% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-2.92 |
| Rho: |
-2.64 |
Quote data
| Open: |
9.53 |
| High: |
9.53 |
| Low: |
9.53 |
| Previous Close: |
9.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
-3.25% |
| 3 Months |
|
|
+19.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.82 |
8.94 |
| 1M High / 1M Low: |
11.38 |
8.04 |
| 6M High / 6M Low: |
11.38 |
4.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.89% |
| Volatility 6M: |
|
93.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
