DZ Bank Put 300 LOR 20.12.2024
/ DE000DJ38630
DZ Bank Put 300 LOR 20.12.2024/ DE000DJ38630 /
| 2024-05-06 9:05:37 AM |
Chg.-0.010 |
Bid4:01:25 PM |
Ask4:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.230
Bid Size: 10,000 |
-
Ask Size: - |
L OREAL INH. E... |
300.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3863 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-125.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-14.09 |
| Time value: |
0.35 |
| Break-even: |
296.50 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.16 |
| Spread %: |
84.21% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-7.28 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
-52.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.250 |
| 1M High / 1M Low: |
0.380 |
0.250 |
| 6M High / 6M Low: |
0.820 |
0.250 |
| High (YTD): |
2024-01-17 |
0.570 |
| Low (YTD): |
2024-05-03 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.93% |
| Volatility 6M: |
|
93.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
