Marktübersicht für Optionsscheine
Volatilitätsmatrix
| Basiswert |
Selector |
Impl. Vola (bei folgender Restlaufzeit) |
Historische Vola |
| 3 Monate |
6 Monate |
12 Monate |
3 Monate |
6 Monate |
12 Monate |
|
DAX PERFORMANCE-INDEX
|
Call Put
|
29,79% |
26,27% |
23,21% |
16,43% |
15,39% |
16,71% |
|
TECDAX PERFORMANCE-INDEX
|
Call Put
|
33,36% |
27,06% |
27,13% |
13,64% |
13,15% |
13,86% |
|
DOW JONES INDUSTRIAL AV..
|
Call Put
|
29,21% |
25,76% |
22,04% |
11,23% |
10,60% |
11,35% |
|
NASDAQ-100 INDEX
|
Call Put
|
27,65% |
24,59% |
22,90% |
13,97% |
13,58% |
14,76% |
|
S&P 500 INDEX
|
Call Put
|
28,16% |
26,33% |
23,48% |
-- |
-- |
-- |
|
NIKKEI 225 INDEX (998407)
|
Call Put
|
45,02% |
38,73% |
31,90% |
36,24% |
31,20% |
24,42% |
|
EURO / US DOLLAR (EUR/U..
|
Call Put
|
12,27% |
11,31% |
11,03% |
6,88% |
7,26% |
7,13% |
|
EURO / JAPANISCHER YEN ..
|
Call Put
|
20,52% |
20,13% |
18,93% |
14,65% |
14,97% |
12,65% |
|
CAC 40 INDEX
|
Call Put
|
24,85% |
23,21% |
23,53% |
18,01% |
17,49% |
19,26% |
Put/Call Ratio
| Basiswert |
Selector |
vor 1 Tag |
vor 1 Woche |
vor 2 Wochen |
vor 4 Wochen |
| Put |
Call |
Ratio |
Put |
Call |
Ratio |
Put |
Call |
Ratio |
Put |
Call |
Ratio |
|
DAX Performance-In..
|
Call Put
|
29379 |
37691 |
0,78 |
29589 |
38488 |
0,77 |
29430 |
39974 |
0,74 |
27410 |
40155 |
0,68 |
|
TecDAX Performance..
|
Call Put
|
1267 |
1633 |
0,78 |
1375 |
1760 |
0,78 |
1338 |
1727 |
0,77 |
1198 |
1643 |
0,73 |
|
Dow Jones Industri..
|
Call Put
|
3481 |
4920 |
0,71 |
3635 |
4915 |
0,74 |
3501 |
4986 |
0,70 |
3341 |
5032 |
0,66 |
|
Nasdaq-100 Index
|
Call Put
|
4332 |
5680 |
0,76 |
4606 |
5917 |
0,78 |
4512 |
5885 |
0,77 |
4374 |
5875 |
0,74 |
|
S&P 500 Index
|
Call Put
|
3520 |
4734 |
0,74 |
3707 |
4829 |
0,77 |
3663 |
4854 |
0,75 |
3517 |
4823 |
0,73 |
|
Nikkei 225
|
Call Put
|
2566 |
3258 |
0,79 |
2624 |
3375 |
0,78 |
2558 |
3446 |
0,74 |
1999 |
3311 |
0,60 |
|
Euro / US Dollar (..
|
Call Put
|
5041 |
6696 |
0,75 |
5259 |
6464 |
0,81 |
5826 |
6337 |
0,92 |
6231 |
5884 |
1,06 |
|
Euro / Japanischer..
|
Call Put
|
3643 |
4821 |
0,76 |
3564 |
4957 |
0,72 |
3556 |
5411 |
0,66 |
3483 |
5537 |
0,63 |