DZ Bank Put 350 2FE 20.09.2024
/ DE000DJ86BV3
DZ Bank Put 350 2FE 20.09.2024/ DE000DJ86BV3 /
05/07/2024 15:44:27 |
Chg.-0.040 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-6.78% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
350.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ86BV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-3.72 |
Time value: |
0.66 |
Break-even: |
343.40 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.10 |
Spread %: |
17.86% |
Delta: |
-0.20 |
Theta: |
-0.09 |
Omega: |
-11.80 |
Rho: |
-0.18 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.540 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.66% |
1 Month |
|
|
-29.49% |
3 Months |
|
|
-64.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.550 |
1M High / 1M Low: |
0.880 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.739 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |