DZ Bank Call 310 2FE 20.09.2024
/ DE000DJ7X7Z7
DZ Bank Call 310 2FE 20.09.2024/ DE000DJ7X7Z7 /
| 8/9/2024 9:34:30 PM |
Chg.-0.110 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.680EUR |
-1.41% |
7.710
Bid Size: 1,500 |
7.860
Ask Size: 1,500 |
FERRARI N.V. |
310.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ7X7Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.59 |
| Intrinsic value: |
7.46 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
7.46 |
| Time value: |
0.40 |
| Break-even: |
388.60 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
1.95% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
4.48 |
| Rho: |
0.31 |
Quote data
| Open: |
7.680 |
| High: |
7.980 |
| Low: |
7.640 |
| Previous Close: |
7.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-18.47% |
| 3 Months |
|
|
+3.09% |
| YTD |
|
|
+183.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.840 |
7.550 |
| 1M High / 1M Low: |
9.420 |
7.050 |
| 6M High / 6M Low: |
10.440 |
5.630 |
| High (YTD): |
3/27/2024 |
10.440 |
| Low (YTD): |
1/24/2024 |
2.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.81% |
| Volatility 6M: |
|
91.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
