DZ Bank Put 400 2FE 21.06.2024
/ DE000DQ0XS55
DZ Bank Put 400 2FE 21.06.2024/ DE000DQ0XS55 /
2024-05-31 9:34:48 PM |
Chg.+0.060 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.400EUR |
+2.56% |
2.240 Bid Size: 1,500 |
2.340 Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DQ0XS5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
2.07 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
2.07 |
Time value: |
0.27 |
Break-even: |
376.60 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.10 |
Spread %: |
4.46% |
Delta: |
-0.76 |
Theta: |
-0.17 |
Omega: |
-12.35 |
Rho: |
-0.17 |
Quote data
Open: |
2.370 |
High: |
2.590 |
Low: |
2.360 |
Previous Close: |
2.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.35% |
1 Month |
|
|
+21.21% |
3 Months |
|
|
-2.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.520 |
1.650 |
1M High / 1M Low: |
2.960 |
1.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |