DZ Bank Put 340 2FE 20.12.2024/  DE000DJ7EQU6  /

EUWAX
2024-07-05  3:46:55 PM Chg.-0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.990EUR -1.98% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 340.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ7EQU
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Put
Strike price: 340.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.20
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -5.35
Time value: 1.03
Break-even: 329.70
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.39
Spread abs.: 0.10
Spread %: 10.75%
Delta: -0.20
Theta: -0.06
Omega: -7.46
Rho: -0.40
 

Quote data

Open: 0.960
High: 0.990
Low: 0.960
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.66%
1 Month
  -14.66%
3 Months
  -44.69%
YTD
  -77.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.990
1M High / 1M Low: 1.280 0.990
6M High / 6M Low: 4.350 0.990
High (YTD): 2024-01-03 4.570
Low (YTD): 2024-07-05 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.090
Avg. volume 1W:   0.000
Avg. price 1M:   1.142
Avg. volume 1M:   0.000
Avg. price 6M:   1.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.85%
Volatility 6M:   132.66%
Volatility 1Y:   -
Volatility 3Y:   -