DZ Bank Put 400 2FE 20.12.2024
/ DE000DQ0XS71
DZ Bank Put 400 2FE 20.12.2024/ DE000DQ0XS71 /
10/18/2024 9:09:46 AM |
Chg.-0.210 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-23.08% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ0XS7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-55.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-4.44 |
Time value: |
0.80 |
Break-even: |
392.00 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.10 |
Spread %: |
14.29% |
Delta: |
-0.20 |
Theta: |
-0.14 |
Omega: |
-11.31 |
Rho: |
-0.17 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.13% |
1 Month |
|
|
-57.06% |
3 Months |
|
|
-78.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.560 |
0.880 |
1M High / 1M Low: |
1.910 |
0.880 |
6M High / 6M Low: |
4.250 |
0.880 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.439 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.753 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.84% |
Volatility 6M: |
|
154.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |