DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
| 2024-07-05 9:34:55 PM |
Chg.+0.100 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+7.19% |
1.480
Bid Size: 1,500 |
1.580
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.35 |
| Time value: |
1.49 |
| Break-even: |
345.10 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
7.19% |
| Delta: |
-0.27 |
| Theta: |
-0.07 |
| Omega: |
-7.11 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.430 |
| High: |
1.570 |
| Low: |
1.370 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.37% |
| 1 Month |
|
|
-13.87% |
| 3 Months |
|
|
-35.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.390 |
| 1M High / 1M Low: |
1.850 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
