DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
08/11/2024 21:34:43 |
Chg.-0.050 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
-41.67% |
- Bid Size: - |
- Ask Size: - |
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: |
-189.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
-5.76 |
Time value: |
0.22 |
Break-even: |
357.80 |
Moneyness: |
0.86 |
Premium: |
0.14 |
Premium p.a.: |
2.29 |
Spread abs.: |
0.15 |
Spread %: |
214.29% |
Delta: |
-0.09 |
Theta: |
-0.10 |
Omega: |
-17.22 |
Rho: |
-0.05 |
Quote data
Open: |
0.170 |
High: |
0.180 |
Low: |
0.070 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-69.57% |
1 Month |
|
|
-87.04% |
3 Months |
|
|
-95.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.070 |
1M High / 1M Low: |
0.560 |
0.070 |
6M High / 6M Low: |
2.160 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.264 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.068 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
361.88% |
Volatility 6M: |
|
53,742.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |