DZ Bank Put 380 2FE 20.12.2024
/ DE000DQ0G708
DZ Bank Put 380 2FE 20.12.2024/ DE000DQ0G708 /
| 2024-09-17 9:12:15 AM |
Chg.+0.030 |
Bid12:15:31 PM |
Ask12:15:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+3.06% |
0.970
Bid Size: 25,000 |
0.990
Ask Size: 25,000 |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DQ0G70 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-3.75 |
| Time value: |
1.20 |
| Break-even: |
368.00 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.10 |
| Spread %: |
9.09% |
| Delta: |
-0.25 |
| Theta: |
-0.11 |
| Omega: |
-8.71 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.32% |
| 1 Month |
|
|
-4.72% |
| 3 Months |
|
|
-60.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.950 |
| 1M High / 1M Low: |
1.040 |
0.560 |
| 6M High / 6M Low: |
3.340 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.98% |
| Volatility 6M: |
|
139.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
