DZ Bank Call 320 2FE 20.09.2024
/ DE000DJ52SR7
DZ Bank Call 320 2FE 20.09.2024/ DE000DJ52SR7 /
| 2024-07-30 9:02:12 AM |
Chg.-0.20 |
Bid5:37:20 PM |
Ask5:37:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.37EUR |
-3.04% |
6.60
Bid Size: 10,000 |
6.75
Ask Size: 10,000 |
FERRARI N.V. |
320.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.93 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
5.73 |
| Time value: |
0.87 |
| Break-even: |
386.00 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
2.33% |
| Delta: |
0.83 |
| Theta: |
-0.20 |
| Omega: |
4.77 |
| Rho: |
0.35 |
Quote data
| Open: |
6.37 |
| High: |
6.37 |
| Low: |
6.37 |
| Previous Close: |
6.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.38% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
-23.62% |
| YTD |
|
|
+200.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.27 |
5.98 |
| 1M High / 1M Low: |
8.45 |
5.98 |
| 6M High / 6M Low: |
9.53 |
2.76 |
| High (YTD): |
2024-03-27 |
9.53 |
| Low (YTD): |
2024-01-25 |
1.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.46% |
| Volatility 6M: |
|
154.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
