DZ Bank Put 420 2FE 20.12.2024
/ DE000DQ1VBT8
DZ Bank Put 420 2FE 20.12.2024/ DE000DQ1VBT8 /
10/16/2024 8:34:54 PM |
Chg.-0.030 |
Bid10/16/2024 |
Ask10/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.550EUR |
-1.90% |
1.550 Bid Size: 12,000 |
1.650 Ask Size: 12,000 |
FERRARI N.V. |
420.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ1VBT |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
420.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
-1.60 |
Time value: |
1.66 |
Break-even: |
403.40 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.10 |
Spread %: |
6.41% |
Delta: |
-0.36 |
Theta: |
-0.17 |
Omega: |
-9.34 |
Rho: |
-0.31 |
Quote data
Open: |
1.580 |
High: |
1.660 |
Low: |
1.480 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.49% |
1 Month |
|
|
-36.99% |
3 Months |
|
|
-62.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.360 |
1.400 |
1M High / 1M Low: |
2.960 |
1.400 |
6M High / 6M Low: |
5.610 |
1.030 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.870 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.22% |
Volatility 6M: |
|
154.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |