DZ Bank Put 420 2FE 20.12.2024
/ DE000DQ1VBT8
DZ Bank Put 420 2FE 20.12.2024/ DE000DQ1VBT8 /
| 2024-09-24 11:34:44 AM |
Chg.+0.180 |
Bid11:36:05 AM |
Ask11:36:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+9.68% |
2.030
Bid Size: 30,000 |
2.050
Ask Size: 30,000 |
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: |
-21.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-1.07 |
| Time value: |
1.99 |
| Break-even: |
400.10 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
5.29% |
| Delta: |
-0.39 |
| Theta: |
-0.13 |
| Omega: |
-8.34 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.770 |
| High: |
2.040 |
| Low: |
1.770 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.41% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
-50.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
1.860 |
| 1M High / 1M Low: |
2.660 |
1.030 |
| 6M High / 6M Low: |
5.610 |
1.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.82% |
| Volatility 6M: |
|
140.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
