DZ Bank Put 350 2FE 20.06.2025
/ DE000DJ86BZ4
DZ Bank Put 350 2FE 20.06.2025/ DE000DJ86BZ4 /
| 18/09/2024 09:08:05 |
Chg.-0.01 |
Bid20:37:31 |
Ask20:37:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-0.64% |
1.60
Bid Size: 10,000 |
1.70
Ask Size: 10,000 |
FERRARI N.V. |
350.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-7.00 |
| Time value: |
1.65 |
| Break-even: |
333.50 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.10 |
| Spread %: |
6.45% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-5.10 |
| Rho: |
-0.76 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
-1.89% |
| 3 Months |
|
|
-35.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.48 |
| 1M High / 1M Low: |
1.57 |
1.07 |
| 6M High / 6M Low: |
3.12 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.42% |
| Volatility 6M: |
|
97.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
