DZ Bank Call 310 2FE 20.09.2024
/ DE000DJ7X7Z7
DZ Bank Call 310 2FE 20.09.2024/ DE000DJ7X7Z7 /
| 2024-07-05 3:49:59 PM |
Chg.-0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.48EUR |
-0.47% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.98 |
| Intrinsic value: |
7.72 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
7.72 |
| Time value: |
0.78 |
| Break-even: |
395.00 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
1.80% |
| Delta: |
0.88 |
| Theta: |
-0.14 |
| Omega: |
4.01 |
| Rho: |
0.53 |
Quote data
| Open: |
8.64 |
| High: |
8.64 |
| Low: |
8.48 |
| Previous Close: |
8.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+0.47% |
| 3 Months |
|
|
+5.34% |
| YTD |
|
|
+220.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.52 |
7.34 |
| 1M High / 1M Low: |
8.73 |
7.34 |
| 6M High / 6M Low: |
10.53 |
2.45 |
| High (YTD): |
2024-03-27 |
10.53 |
| Low (YTD): |
2024-01-23 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.81% |
| Volatility 6M: |
|
147.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
