DZ Bank Put 420 2FE 20.09.2024
/ DE000DQ1VBS0
DZ Bank Put 420 2FE 20.09.2024/ DE000DQ1VBS0 /
| 2024-07-30 11:34:57 AM |
Chg.-0.180 |
Bid12:00:06 PM |
Ask12:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.230EUR |
-4.08% |
4.250
Bid Size: 30,000 |
4.270
Ask Size: 30,000 |
FERRARI N.V. |
420.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ1VBS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
4.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
4.27 |
| Time value: |
0.20 |
| Break-even: |
375.30 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
2.29% |
| Delta: |
-0.81 |
| Theta: |
-0.07 |
| Omega: |
-6.83 |
| Rho: |
-0.50 |
Quote data
| Open: |
4.460 |
| High: |
4.460 |
| Low: |
4.230 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.15% |
| 1 Month |
|
|
-0.94% |
| 3 Months |
|
|
-1.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
3.550 |
| 1M High / 1M Low: |
4.640 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
