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
|
26,81 % |
24,11 % |
22,19 % |
21,99 % |
26,50 % |
21,48 % |
TECDAX PERFORMANCE INDEX
|
Call Put
|
30,82 % |
27,47 % |
25,97 % |
25,03 % |
27,53 % |
22,65 % |
DOW JONES INDUSTRIAL AV..
|
Call Put
|
25,43 % |
22,98 % |
22,96 % |
23,15 % |
20,22 % |
16,88 % |
NASDAQ 100
|
Call Put
|
34,36 % |
29,92 % |
28,54 % |
38,17 % |
34,97 % |
27,18 % |
S&P 500
|
Call Put
|
28,43 % |
25,13 % |
24,44 % |
-- |
-- |
-- |
NIKKEI 225
|
Call Put
|
32,38 % |
29,40 % |
29,45 % |
-- |
-- |
-- |
EURO / US-DOLLAR (EUR/U..
|
Call Put
|
12,36 % |
10,24 % |
9,42 % |
8,06 % |
7,65 % |
6,26 % |
EURO / YEN (EUR/JPY)
|
Call Put
|
18,42 % |
15,37 % |
13,88 % |
11,34 % |
10,18 % |
8,02 % |
CAC 40 INDEX
|
Call Put
|
25,73 % |
24,42 % |
22,24 % |
22,49 % |
26,22 % |
21,62 % |
FTSE MIB INDEX
|
Call Put
|
-- |
-- |
-- |
24,08 % |
28,23 % |
23,29 % |
EURO STOXX 50
|
Call Put
|
-- |
-- |
-- |
23,78 % |
27,24 % |
22,49 % |
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
|
60284 |
53843 |
1,12 |
58918 |
53659 |
1,10 |
54403 |
63787 |
0,85 |
57169 |
62116 |
0,92 |
TecDAX
|
Call Put
|
2126 |
1141 |
1,86 |
2111 |
1028 |
2,05 |
2033 |
1359 |
1,50 |
2084 |
1272 |
1,64 |
DOW JONES INDUSTRI..
|
Call Put
|
16149 |
13659 |
1,18 |
16960 |
12383 |
1,37 |
15569 |
15747 |
0,99 |
16695 |
14428 |
1,16 |
Nasdaq-100 Index
|
Call Put
|
27623 |
21942 |
1,26 |
29396 |
19548 |
1,50 |
27997 |
23866 |
1,17 |
29599 |
20890 |
1,42 |
S&P 500 Index
|
Call Put
|
15432 |
13279 |
1,16 |
16038 |
12285 |
1,31 |
15202 |
14513 |
1,05 |
15998 |
13771 |
1,16 |
Nikkei 225 ©
|
Call Put
|
740 |
893 |
0,83 |
745 |
901 |
0,83 |
665 |
823 |
0,81 |
805 |
935 |
0,86 |