DZ Bank Call 320 2FE 20.09.2024
/ DE000DJ52SR7
DZ Bank Call 320 2FE 20.09.2024/ DE000DJ52SR7 /
| 09/08/2024 21:34:50 |
Chg.-0.110 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.720EUR |
-1.61% |
6.750
Bid Size: 1,500 |
6.900
Ask Size: 1,500 |
FERRARI N.V. |
320.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.60 |
| Intrinsic value: |
6.46 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
6.46 |
| Time value: |
0.44 |
| Break-even: |
389.00 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.22% |
| Delta: |
0.90 |
| Theta: |
-0.16 |
| Omega: |
5.01 |
| Rho: |
0.31 |
Quote data
| Open: |
6.730 |
| High: |
7.020 |
| Low: |
6.680 |
| Previous Close: |
6.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.04% |
| 1 Month |
|
|
-20.57% |
| 3 Months |
|
|
+2.13% |
| YTD |
|
|
+205.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.900 |
6.610 |
| 1M High / 1M Low: |
8.460 |
6.150 |
| 6M High / 6M Low: |
9.570 |
4.880 |
| High (YTD): |
27/03/2024 |
9.570 |
| Low (YTD): |
24/01/2024 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.68% |
| Volatility 6M: |
|
100.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
