DZ Bank Put 380 2FE 20.12.2024/  DE000DQ0G708  /

EUWAX
26/07/2024  09:12:08 Chg.+0.10 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
2.84EUR +3.65% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 380.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 13/02/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.41
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 0.25
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.25
Time value: 2.37
Break-even: 353.80
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.10
Spread %: 3.97%
Delta: -0.45
Theta: -0.08
Omega: -6.43
Rho: -0.78
 

Quote data

Open: 2.84
High: 2.84
Low: 2.84
Previous Close: 2.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.35%
1 Month  
+14.52%
3 Months
  -0.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.84 2.16
1M High / 1M Low: 2.84 1.84
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -