DZ Bank Put 360 2FE 20.12.2024
/ DE000DJ86BY7
DZ Bank Put 360 2FE 20.12.2024/ DE000DJ86BY7 /
6/21/2024 9:08:07 AM |
Chg.-0.10 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.61EUR |
-5.85% |
- 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: |
-22.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-2.49 |
Time value: |
1.74 |
Break-even: |
342.60 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.10 |
Spread %: |
6.10% |
Delta: |
-0.30 |
Theta: |
-0.06 |
Omega: |
-6.73 |
Rho: |
-0.67 |
Quote data
Open: |
1.61 |
High: |
1.61 |
Low: |
1.61 |
Previous Close: |
1.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.04% |
1 Month |
|
|
-16.58% |
3 Months |
|
|
-21.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.83 |
1.61 |
1M High / 1M Low: |
2.15 |
1.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |