DZ Bank Put 360 2FE 21.06.2024
/ DE000DJ86BU5
DZ Bank Put 360 2FE 21.06.2024/ DE000DJ86BU5 /
| 2024-05-31 9:35:06 PM |
Chg.-0.010 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.210
Bid Size: 1,500 |
0.310
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ86BU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-122.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.93 |
| Time value: |
0.31 |
| Break-even: |
356.90 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.10 |
| Spread %: |
47.62% |
| Delta: |
-0.20 |
| Theta: |
-0.18 |
| Omega: |
-25.06 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
-73.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.140 |
| 1M High / 1M Low: |
0.740 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
