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: |
|
- |
