DZ Bank Put 460 LOR 21.06.2024
/ DE000DJ7ER24
DZ Bank Put 460 LOR 21.06.2024/ DE000DJ7ER24 /
| 2024-05-31 12:49:34 PM |
Chg.-0.18 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
460.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ7ER2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-39.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.79 |
| Time value: |
0.36 |
| Break-even: |
448.50 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
11.65% |
| Delta: |
-0.64 |
| Theta: |
-0.14 |
| Omega: |
-25.01 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
-44.19% |
| YTD |
|
|
-40.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.46 |
| 1M High / 1M Low: |
2.92 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
5.65 |
| Low (YTD): |
2024-05-15 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
