DZ Bank Put 400 2FE 20.09.2024
/ DE000DQ0XS63
DZ Bank Put 400 2FE 20.09.2024/ DE000DQ0XS63 /
| 2024-06-21 9:34:53 PM |
Chg.+0.260 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
+11.02% |
2.550
Bid Size: 1,500 |
2.650
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ0XS6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
1.15 |
| Break-even: |
373.40 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
3.91% |
| Delta: |
-0.56 |
| Theta: |
-0.09 |
| Omega: |
-8.17 |
| Rho: |
-0.60 |
Quote data
| Open: |
2.490 |
| High: |
2.700 |
| Low: |
2.430 |
| Previous Close: |
2.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.78% |
| 1 Month |
|
|
-10.58% |
| 3 Months |
|
|
-7.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.360 |
| 1M High / 1M Low: |
3.420 |
2.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
