DZ Bank Put 400 2FE 20.12.2024
/ DE000DQ0XS71
DZ Bank Put 400 2FE 20.12.2024/ DE000DQ0XS71 /
2024-09-23 9:09:33 AM |
Chg.+0.05 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
+3.42% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DQ0XS7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-2.20 |
Time value: |
1.59 |
Break-even: |
384.10 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.10 |
Spread %: |
6.71% |
Delta: |
-0.32 |
Theta: |
-0.13 |
Omega: |
-8.57 |
Rho: |
-0.37 |
Quote data
Open: |
1.51 |
High: |
1.51 |
Low: |
1.51 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.03% |
1 Month |
|
|
+21.77% |
3 Months |
|
|
-53.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.74 |
1.46 |
1M High / 1M Low: |
1.74 |
0.89 |
6M High / 6M Low: |
4.36 |
0.89 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.66% |
Volatility 6M: |
|
137.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |