DZ Bank Put 340 2FE 20.09.2024
/ DE000DJ6Q9G3
DZ Bank Put 340 2FE 20.09.2024/ DE000DJ6Q9G3 /
| 2024-06-28 9:34:49 PM |
Chg.+0.020 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.540
Bid Size: 1,500 |
0.640
Ask Size: 1,500 |
FERRARI N.V. |
340.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ6Q9G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-59.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-4.22 |
| Time value: |
0.64 |
| Break-even: |
333.60 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.10 |
| Spread %: |
18.52% |
| Delta: |
-0.19 |
| Theta: |
-0.09 |
| Omega: |
-11.08 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.540 |
| High: |
0.580 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
-36.78% |
| YTD |
|
|
-86.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
0.860 |
0.390 |
| 6M High / 6M Low: |
4.230 |
0.390 |
| High (YTD): |
2024-01-03 |
4.230 |
| Low (YTD): |
2024-06-25 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.92% |
| Volatility 6M: |
|
168.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
