DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
| 9/23/2024 9:06:47 AM |
Chg.+0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ86BY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-59.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-6.20 |
| Time value: |
0.71 |
| Break-even: |
352.90 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.10 |
| Spread %: |
16.39% |
| Delta: |
-0.16 |
| Theta: |
-0.10 |
| Omega: |
-9.46 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
+26.00% |
| 3 Months |
|
|
-60.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.600 |
| 1M High / 1M Low: |
0.730 |
0.340 |
| 6M High / 6M Low: |
2.450 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.12% |
| Volatility 6M: |
|
152.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
