DZ Bank Put 300 2FE 20.12.2024
/ DE000DJ588Y1
DZ Bank Put 300 2FE 20.12.2024/ DE000DJ588Y1 /
| 05/07/2024 21:34:56 |
Chg.+0.030 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+7.50% |
0.430
Bid Size: 1,500 |
0.530
Ask Size: 1,500 |
FERRARI N.V. |
300.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ588Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-73.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-8.72 |
| Time value: |
0.53 |
| Break-even: |
294.70 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.10 |
| Spread %: |
23.26% |
| Delta: |
-0.11 |
| Theta: |
-0.05 |
| Omega: |
-7.77 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.440 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
-17.31% |
| 3 Months |
|
|
-48.81% |
| YTD |
|
|
-81.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.570 |
0.400 |
| 6M High / 6M Low: |
2.180 |
0.400 |
| High (YTD): |
03/01/2024 |
2.390 |
| Low (YTD): |
04/07/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.908 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.22% |
| Volatility 6M: |
|
123.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
