DZ Bank Call 300 2FE 20.09.2024
/ DE000DJ52SQ9
DZ Bank Call 300 2FE 20.09.2024/ DE000DJ52SQ9 /
| 12/07/2024 09:03:18 |
Chg.-0.57 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.80EUR |
-5.50% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.81 |
| Intrinsic value: |
9.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
9.60 |
| Time value: |
0.30 |
| Break-even: |
399.00 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
1.54% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.86 |
| Rho: |
0.54 |
Quote data
| Open: |
9.80 |
| High: |
9.80 |
| Low: |
9.80 |
| Previous Close: |
10.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.16% |
| 1 Month |
|
|
+1.34% |
| 3 Months |
|
|
-1.41% |
| YTD |
|
|
+207.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.37 |
9.20 |
| 1M High / 1M Low: |
10.37 |
8.30 |
| 6M High / 6M Low: |
11.33 |
3.02 |
| High (YTD): |
27/03/2024 |
11.33 |
| Low (YTD): |
25/01/2024 |
3.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.01% |
| Volatility 6M: |
|
128.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
