DZ Bank Put 400 2FE 20.09.2024
/ DE000DQ0XS63
DZ Bank Put 400 2FE 20.09.2024/ DE000DQ0XS63 /
| 17/07/2024 17:04:32 |
Chg.+0.350 |
Bid17:45:12 |
Ask17:45:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
+16.43% |
2.490
Bid Size: 12,000 |
2.590
Ask Size: 12,000 |
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: |
-17.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.94 |
| Time value: |
1.28 |
| Break-even: |
377.80 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
4.72% |
| Delta: |
-0.54 |
| Theta: |
-0.12 |
| Omega: |
-9.42 |
| Rho: |
-0.41 |
Quote data
| Open: |
2.310 |
| High: |
2.700 |
| Low: |
2.310 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.53% |
| 1 Month |
|
|
-3.88% |
| 3 Months |
|
|
-24.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.740 |
| 1M High / 1M Low: |
2.810 |
1.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
