DZ Bank Put 400 2FE 20.12.2024
/ DE000DQ0XS71
DZ Bank Put 400 2FE 20.12.2024/ DE000DQ0XS71 /
09/09/2024 21:35:07 |
Chg.-0.110 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.410EUR |
-7.24% |
1.420 Bid Size: 1,500 |
1.520 Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
26/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-2.39 |
Time value: |
1.62 |
Break-even: |
383.80 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.10 |
Spread %: |
6.58% |
Delta: |
-0.31 |
Theta: |
-0.11 |
Omega: |
-8.23 |
Rho: |
-0.42 |
Quote data
Open: |
1.450 |
High: |
1.470 |
Low: |
1.370 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+31.78% |
1 Month |
|
|
-58.04% |
3 Months |
|
|
-59.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.520 |
1.070 |
1M High / 1M Low: |
3.200 |
0.520 |
6M High / 6M Low: |
4.480 |
0.520 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.183 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
371.24% |
Volatility 6M: |
|
178.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |