DZ Bank Put 400 LOR 20.09.2024
/ DE000DJ27112
DZ Bank Put 400 LOR 20.09.2024/ DE000DJ27112 /
| 2024-05-06 9:09:47 AM |
Chg.-0.160 |
Bid5:51:56 PM |
Ask5:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-18.39% |
0.660
Bid Size: 4,000 |
0.780
Ask Size: 4,000 |
L OREAL INH. E... |
400.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
DJ2711 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-4.09 |
| Time value: |
0.81 |
| Break-even: |
391.90 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.12 |
| Spread %: |
17.39% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-11.12 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
-59.66% |
| 3 Months |
|
|
-39.32% |
| YTD |
|
|
-48.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.790 |
| 1M High / 1M Low: |
1.890 |
0.790 |
| 6M High / 6M Low: |
2.920 |
0.790 |
| High (YTD): |
2024-01-17 |
1.920 |
| Low (YTD): |
2024-04-30 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.855 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.27% |
| Volatility 6M: |
|
143.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
