DZ Bank Put 400 2FE 20.09.2024
/ DE000DQ0XS63
DZ Bank Put 400 2FE 20.09.2024/ DE000DQ0XS63 /
| 09/08/2024 09:09:20 |
Chg.-0.11 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
-4.42% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DQ0XS6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
0.76 |
| Break-even: |
377.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.10 |
| Spread %: |
4.55% |
| Delta: |
-0.62 |
| Theta: |
-0.15 |
| Omega: |
-10.43 |
| Rho: |
-0.30 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.17% |
| 1 Month |
|
|
+19.60% |
| 3 Months |
|
|
-33.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.38 |
| 1M High / 1M Low: |
3.21 |
1.75 |
| 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: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
