DZ Bank Put 350 2FE 20.06.2025
/ DE000DJ86BZ4
DZ Bank Put 350 2FE 20.06.2025/ DE000DJ86BZ4 /
9/5/2024 9:35:16 PM |
Chg.+0.110 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+8.59% |
1.400 Bid Size: 1,500 |
1.500 Ask Size: 1,500 |
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: |
-32.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-8.89 |
Time value: |
1.37 |
Break-even: |
336.30 |
Moneyness: |
0.80 |
Premium: |
0.23 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.10 |
Spread %: |
7.87% |
Delta: |
-0.16 |
Theta: |
-0.05 |
Omega: |
-5.26 |
Rho: |
-0.68 |
Quote data
Open: |
1.320 |
High: |
1.490 |
Low: |
1.320 |
Previous Close: |
1.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+101.45% |
1 Month |
|
|
-48.33% |
3 Months |
|
|
-42.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
0.690 |
1M High / 1M Low: |
2.690 |
0.690 |
6M High / 6M Low: |
3.130 |
0.690 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.333 |
Avg. volume 6M: |
|
23.256 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.03% |
Volatility 6M: |
|
139.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |