DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
30/08/2024 09:06:39 |
Chg.-0.050 |
Bid13:15:17 |
Ask13:15:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-11.63% |
0.360 Bid Size: 25,000 |
0.560 Ask Size: 25,000 |
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: |
-44.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.25 |
Parity: |
-8.67 |
Time value: |
1.00 |
Break-even: |
350.00 |
Moneyness: |
0.81 |
Premium: |
0.22 |
Premium p.a.: |
0.89 |
Spread abs.: |
1.00 |
Spread %: |
99,900.00% |
Delta: |
-0.15 |
Theta: |
-0.11 |
Omega: |
-6.80 |
Rho: |
-0.24 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.00% |
1 Month |
|
|
-79.01% |
3 Months |
|
|
-82.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.410 |
1M High / 1M Low: |
1.920 |
0.410 |
6M High / 6M Low: |
2.620 |
0.410 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.788 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.03% |
Volatility 6M: |
|
143.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |