DZ Bank Put 380 2FE 20.06.2025
/ DE000DQ39F07
DZ Bank Put 380 2FE 20.06.2025/ DE000DQ39F07 /
09/08/2024 09:07:46 |
Chg.-0.04 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
3.76EUR |
-1.05% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
380.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DQ39F0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
07/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-0.46 |
Time value: |
3.76 |
Break-even: |
342.40 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.10 |
Spread %: |
2.73% |
Delta: |
-0.38 |
Theta: |
-0.05 |
Omega: |
-3.93 |
Rho: |
-1.60 |
Quote data
Open: |
3.76 |
High: |
3.76 |
Low: |
3.76 |
Previous Close: |
3.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.61% |
1 Month |
|
|
+23.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.97 |
3.73 |
1M High / 1M Low: |
3.97 |
2.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |