DZ Bank Put 350 2FE 20.06.2025
/ DE000DJ86BZ4
DZ Bank Put 350 2FE 20.06.2025/ DE000DJ86BZ4 /
8/16/2024 8:34:51 PM |
Chg.-0.080 |
Bid8:49:05 PM |
Ask8:49:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-6.30% |
1.200 Bid Size: 12,000 |
2.200 Ask Size: 12,000 |
FERRARI N.V. |
350.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
DJ86BZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/5/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-6.76 |
Time value: |
2.27 |
Break-even: |
327.30 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
0.26 |
Spread abs.: |
1.00 |
Spread %: |
78.74% |
Delta: |
-0.22 |
Theta: |
-0.06 |
Omega: |
-4.10 |
Rho: |
-0.98 |
Quote data
Open: |
1.600 |
High: |
1.650 |
Low: |
1.170 |
Previous Close: |
1.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-52.21% |
1 Month |
|
|
-42.79% |
3 Months |
|
|
-51.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.490 |
1.270 |
1M High / 1M Low: |
2.710 |
1.270 |
6M High / 6M Low: |
3.130 |
1.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.278 |
Avg. volume 1M: |
|
65.217 |
Avg. price 6M: |
|
2.519 |
Avg. volume 6M: |
|
23.622 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.32% |
Volatility 6M: |
|
109.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |