DZ Bank Put 350 2FE 21.06.2024
/ DE000DJ86BT7
DZ Bank Put 350 2FE 21.06.2024/ DE000DJ86BT7 /
| 03/06/2024 09:07:35 |
Chg.-0.050 |
Bid16:34:59 |
Ask16:34:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-31.25% |
0.150
Bid Size: 25,000 |
0.170
Ask Size: 25,000 |
FERRARI N.V. |
350.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
DJ86BT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-189.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-2.93 |
| Time value: |
0.20 |
| Break-even: |
348.00 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
3.99 |
| Spread abs.: |
0.10 |
| Spread %: |
100.00% |
| Delta: |
-0.13 |
| Theta: |
-0.17 |
| Omega: |
-25.14 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-71.79% |
| 3 Months |
|
|
-82.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.510 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
