DZ Bank Call 290 2FE 20.09.2024
/ DE000DJ52SP1
DZ Bank Call 290 2FE 20.09.2024/ DE000DJ52SP1 /
| 2024-07-05 3:41:51 PM |
Chg.+0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.47EUR |
+0.19% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
290.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52SP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.94 |
| Intrinsic value: |
9.72 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
9.72 |
| Time value: |
0.71 |
| Break-even: |
394.30 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.46% |
| Delta: |
0.90 |
| Theta: |
-0.13 |
| Omega: |
3.35 |
| Rho: |
0.51 |
Quote data
| Open: |
10.60 |
| High: |
10.60 |
| Low: |
10.47 |
| Previous Close: |
10.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
+5.65% |
| YTD |
|
|
+174.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.47 |
9.26 |
| 1M High / 1M Low: |
10.87 |
9.26 |
| 6M High / 6M Low: |
12.25 |
3.65 |
| High (YTD): |
2024-03-27 |
12.25 |
| Low (YTD): |
2024-01-23 |
3.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.23% |
| Volatility 6M: |
|
117.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
