DZ Bank Put 380 2FE 21.06.2024
/ DE000DQ0G7Y3
DZ Bank Put 380 2FE 21.06.2024/ DE000DQ0G7Y3 /
2024-05-21 3:04:31 PM |
Chg.+0.080 |
Bid3:27:11 PM |
Ask3:27:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+10.67% |
0.830 Bid Size: 30,000 |
0.850 Ask Size: 30,000 |
FERRARI N.V. |
380.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DQ0G7Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-44.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-0.50 |
Time value: |
0.86 |
Break-even: |
371.40 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.10 |
Spread %: |
13.16% |
Delta: |
-0.40 |
Theta: |
-0.16 |
Omega: |
-17.89 |
Rho: |
-0.14 |
Quote data
Open: |
0.790 |
High: |
0.870 |
Low: |
0.780 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.15% |
1 Month |
|
|
-52.02% |
3 Months |
|
|
-63.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.610 |
1M High / 1M Low: |
1.610 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
307.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |