DZ Bank Call 300 2FE 20.09.2024
/ DE000DJ52SQ9
DZ Bank Call 300 2FE 20.09.2024/ DE000DJ52SQ9 /
| 2024-07-26 9:34:34 PM |
Chg.+0.480 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.460EUR |
+6.02% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52SQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.92 |
| Intrinsic value: |
7.75 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
7.75 |
| Time value: |
0.86 |
| Break-even: |
386.10 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
1.77% |
| Delta: |
0.86 |
| Theta: |
-0.20 |
| Omega: |
3.79 |
| Rho: |
0.36 |
Quote data
| Open: |
7.810 |
| High: |
8.570 |
| Low: |
7.810 |
| Previous Close: |
7.980 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.71% |
| 1 Month |
|
|
-0.47% |
| 3 Months |
|
|
-16.07% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.370 |
7.980 |
| 1M High / 1M Low: |
10.390 |
7.980 |
| 6M High / 6M Low: |
11.350 |
3.750 |
| High (YTD): |
2024-03-27 |
11.350 |
| Low (YTD): |
2024-01-24 |
3.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.42% |
| Volatility 6M: |
|
134.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
