DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
| 15/11/2024 21:34:37 |
Chg.+0.090 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+150.00% |
0.150
Bid Size: 1,500 |
0.250
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ86BY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-165.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-5.32 |
| Time value: |
0.25 |
| Break-even: |
357.50 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
2.89 |
| Spread abs.: |
0.10 |
| Spread %: |
66.67% |
| Delta: |
-0.10 |
| Theta: |
-0.12 |
| Omega: |
-17.08 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.180 |
| Low: |
0.130 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.29% |
| 1 Month |
|
|
-55.88% |
| 3 Months |
|
|
-51.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.060 |
| 1M High / 1M Low: |
0.340 |
0.060 |
| 6M High / 6M Low: |
2.100 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.994 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
761.31% |
| Volatility 6M: |
|
53,741.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
