DZ Bank Put 350 2FE 20.12.2024
/ DE000DJ86BX9
DZ Bank Put 350 2FE 20.12.2024/ DE000DJ86BX9 /
7/17/2024 5:04:22 PM |
Chg.+0.160 |
Bid5:06:33 PM |
Ask5:06:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
+14.04% |
1.290 Bid Size: 30,000 |
1.310 Ask Size: 30,000 |
FERRARI N.V. |
350.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ86BX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-31.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-4.06 |
Time value: |
1.24 |
Break-even: |
337.60 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.10 |
Spread %: |
8.77% |
Delta: |
-0.24 |
Theta: |
-0.07 |
Omega: |
-7.49 |
Rho: |
-0.45 |
Quote data
Open: |
1.240 |
High: |
1.390 |
Low: |
1.220 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.31% |
1 Month |
|
|
-6.47% |
3 Months |
|
|
-28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.990 |
1M High / 1M Low: |
1.430 |
0.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |