DZ Bank Put 340 2FE 21.03.2025/  DE000DQ3JAY1  /

EUWAX
2024-07-05  3:49:30 PM Chg.0.00 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.42EUR 0.00% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 340.00 EUR 2025-03-21 Put
 

Master data

WKN: DQ3JAY
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Put
Strike price: 340.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.33
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -5.35
Time value: 1.44
Break-even: 325.60
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 7.46%
Delta: -0.22
Theta: -0.05
Omega: -5.88
Rho: -0.70
 

Quote data

Open: 1.38
High: 1.42
Low: 1.38
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -11.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.42
1M High / 1M Low: 1.75 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -