DZ Bank Call 320 2FE 20.09.2024
/ DE000DJ52SR7
DZ Bank Call 320 2FE 20.09.2024/ DE000DJ52SR7 /
| 7/26/2024 9:34:32 PM |
Chg.+0.430 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.580EUR |
+6.99% |
6.580
Bid Size: 1,500 |
6.730
Ask Size: 1,500 |
FERRARI N.V. |
320.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.77 |
| Intrinsic value: |
5.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
5.54 |
| Time value: |
0.54 |
| Break-even: |
380.80 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
1.67% |
| Delta: |
0.88 |
| Theta: |
-0.13 |
| Omega: |
5.42 |
| Rho: |
0.41 |
Quote data
| Open: |
5.970 |
| High: |
6.690 |
| Low: |
5.970 |
| Previous Close: |
6.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.52% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
-22.13% |
| YTD |
|
|
+199.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.450 |
6.150 |
| 1M High / 1M Low: |
8.460 |
6.150 |
| 6M High / 6M Low: |
9.570 |
2.220 |
| High (YTD): |
3/27/2024 |
9.570 |
| Low (YTD): |
1/24/2024 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.94% |
| Volatility 6M: |
|
170.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
