DZ Bank Put 400 2FE 20.12.2024
/ DE000DQ0XS71
DZ Bank Put 400 2FE 20.12.2024/ DE000DQ0XS71 /
| 07/10/2024 12:38:52 |
Chg.-0.05 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-2.62% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-21.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.80 |
| Time value: |
1.88 |
| Break-even: |
381.20 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.10 |
| Spread %: |
5.62% |
| Delta: |
-0.40 |
| Theta: |
-0.14 |
| Omega: |
-8.68 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.82 |
| High: |
1.86 |
| Low: |
1.82 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.86% |
| 1 Month |
|
|
+33.81% |
| 3 Months |
|
|
-39.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.40 |
| 1M High / 1M Low: |
1.91 |
1.19 |
| 6M High / 6M Low: |
4.25 |
0.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.91% |
| Volatility 6M: |
|
143.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
