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: |
|
- |