DZ Bank Put 480 LOR 20.12.2024
/ DE000DJ89658
DZ Bank Put 480 LOR 20.12.2024/ DE000DJ89658 /
| 8/9/2024 9:05:02 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
480.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DJ8965 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
8/9/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.25 |
| Intrinsic value: |
9.25 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
9.25 |
| Time value: |
0.25 |
| Break-even: |
385.10 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
-0.10 |
| Spread %: |
-1.04% |
| Delta: |
-0.81 |
| Theta: |
-0.06 |
| Omega: |
-3.33 |
| Rho: |
-1.18 |
Quote data
| Open: |
9.51 |
| High: |
9.51 |
| Low: |
9.51 |
| Previous Close: |
9.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.04% |
| 3 Months |
|
|
+163.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.67 |
9.39 |
| 6M High / 6M Low: |
9.99 |
3.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.49% |
| Volatility 6M: |
|
126.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
