DZ Bank Put 340 2FE 20.09.2024
/ DE000DJ6Q9G3
DZ Bank Put 340 2FE 20.09.2024/ DE000DJ6Q9G3 /
| 7/16/2024 10:35:14 AM |
Chg.+0.130 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+41.94% |
0.440
Bid Size: 30,000 |
0.460
Ask Size: 30,000 |
FERRARI N.V. |
340.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-94.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-5.54 |
| Time value: |
0.42 |
| Break-even: |
335.80 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.10 |
| Spread %: |
31.25% |
| Delta: |
-0.13 |
| Theta: |
-0.09 |
| Omega: |
-12.36 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.460 |
| Low: |
0.390 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
-60.36% |
| YTD |
|
|
-89.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.600 |
0.280 |
| 6M High / 6M Low: |
3.980 |
0.280 |
| High (YTD): |
1/3/2024 |
4.230 |
| Low (YTD): |
7/12/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.70% |
| Volatility 6M: |
|
175.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
