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: |
|
- |
