DZ Bank Put 380 2FE 20.12.2024
/ DE000DQ0G708
DZ Bank Put 380 2FE 20.12.2024/ DE000DQ0G708 /
26/09/2024 19:04:20 |
Chg.-0.070 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-8.33% |
0.770 Bid Size: 12,000 |
0.870 Ask Size: 12,000 |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DQ0G70 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-45.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-4.43 |
Time value: |
0.94 |
Break-even: |
370.60 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.10 |
Spread %: |
11.90% |
Delta: |
-0.21 |
Theta: |
-0.11 |
Omega: |
-9.68 |
Rho: |
-0.23 |
Quote data
Open: |
0.810 |
High: |
0.840 |
Low: |
0.750 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+97.44% |
3 Months |
|
|
-66.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.770 |
1M High / 1M Low: |
1.160 |
0.180 |
6M High / 6M Low: |
3.190 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.846 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
823.79% |
Volatility 6M: |
|
366.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |