DZ Bank Put 420 2FE 20.12.2024
/ DE000DQ1VBT8
DZ Bank Put 420 2FE 20.12.2024/ DE000DQ1VBT8 /
| 2024-09-26 9:08:08 AM |
Chg.-0.13 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DQ1VBT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.43 |
| Time value: |
2.14 |
| Break-even: |
398.60 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
4.90% |
| Delta: |
-0.42 |
| Theta: |
-0.13 |
| Omega: |
-8.38 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-0.55% |
| 3 Months |
|
|
-55.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
1.78 |
| 1M High / 1M Low: |
2.60 |
1.37 |
| 6M High / 6M Low: |
5.61 |
1.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.22% |
| Volatility 6M: |
|
125.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
