DZ Bank Put 420 2FE 20.09.2024
/ DE000DQ1VBS0
DZ Bank Put 420 2FE 20.09.2024/ DE000DQ1VBS0 /
| 2024-06-21 9:34:44 PM |
Chg.+0.340 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+9.42% |
3.870
Bid Size: 1,500 |
3.970
Ask Size: 1,500 |
FERRARI N.V. |
420.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ1VBS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
3.51 |
| Time value: |
0.46 |
| Break-even: |
380.30 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
2.58% |
| Delta: |
-0.71 |
| Theta: |
-0.06 |
| Omega: |
-6.89 |
| Rho: |
-0.77 |
Quote data
| Open: |
3.780 |
| High: |
4.050 |
| Low: |
3.700 |
| Previous Close: |
3.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.82% |
| 1 Month |
|
|
-7.49% |
| 3 Months |
|
|
+0.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.110 |
3.610 |
| 1M High / 1M Low: |
4.890 |
3.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
