DZ Bank Put 350 2FE 21.03.2025/  DE000DQ2RZC9  /

EUWAX
08/11/2024  12:38:33 Chg.-0.200 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.660EUR -23.26% -
Bid Size: -
-
Ask Size: -
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: -66.29
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -6.76
Time value: 0.63
Break-even: 343.70
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 18.87%
Delta: -0.14
Theta: -0.06
Omega: -9.36
Rho: -0.24
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -38.89%
3 Months
  -67.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.660
1M High / 1M Low: 1.080 0.550
6M High / 6M Low: 2.410 0.550
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.723
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   1.438
Avg. volume 6M:   30.577
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.75%
Volatility 6M:   134.04%
Volatility 1Y:   -
Volatility 3Y:   -