DZ Bank Put 350 2FE 21.03.2025/  DE000DQ2RZC9  /

Frankfurt Zert./DZB
26/07/2024  21:34:32 Chg.-0.160 Bid21:58:29 Ask21:58:29 Underlying Strike price Expiration date Option type
1.900EUR -7.77% 1.900
Bid Size: 1,500
2.000
Ask Size: 1,500
FERRARI N.V. 350.00 EUR 21/03/2025 Put
 

Master data

WKN: DQ2RZC
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Put
Strike price: 350.00 EUR
Maturity: 21/03/2025
Issue date: 17/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.88
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -2.75
Time value: 2.00
Break-even: 330.00
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.10
Spread %: 5.26%
Delta: -0.30
Theta: -0.05
Omega: -5.64
Rho: -0.86
 

Quote data

Open: 2.150
High: 2.150
Low: 1.880
Previous Close: 2.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -2.06%
3 Months
  -5.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.610
1M High / 1M Low: 2.060 1.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.812
Avg. volume 1W:   0.000
Avg. price 1M:   1.701
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -