DZ Bank Put 350 2FE 21.06.2024
/ DE000DJ86BT7
DZ Bank Put 350 2FE 21.06.2024/ DE000DJ86BT7 /
| 2024-05-21 9:08:19 AM |
Chg.+0.020 |
Bid6:53:39 PM |
Ask6:53:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+13.33% |
0.120
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
FERRARI N.V. |
350.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ86BT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-160.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-3.50 |
| Time value: |
0.24 |
| Break-even: |
347.60 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.98 |
| Spread abs.: |
0.10 |
| Spread %: |
71.43% |
| Delta: |
-0.13 |
| Theta: |
-0.11 |
| Omega: |
-20.95 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.48% |
| 1 Month |
|
|
-75.71% |
| 3 Months |
|
|
-86.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.150 |
| 1M High / 1M Low: |
0.670 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
