DZ Bank Call 320 2FE 20.09.2024
/ DE000DJ52SR7
DZ Bank Call 320 2FE 20.09.2024/ DE000DJ52SR7 /
| 2024-07-12 9:03:18 AM |
Chg.-0.57 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.88EUR |
-6.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.85 |
| Intrinsic value: |
7.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
7.60 |
| Time value: |
0.39 |
| Break-even: |
399.90 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.91% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
4.65 |
| Rho: |
0.56 |
Quote data
| Open: |
7.88 |
| High: |
7.88 |
| Low: |
7.88 |
| Previous Close: |
8.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.68% |
| 1 Month |
|
|
+13.06% |
| 3 Months |
|
|
-3.79% |
| YTD |
|
|
+271.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.45 |
7.30 |
| 1M High / 1M Low: |
8.45 |
6.45 |
| 6M High / 6M Low: |
9.53 |
1.94 |
| High (YTD): |
2024-03-27 |
9.53 |
| Low (YTD): |
2024-01-25 |
1.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.13% |
| Volatility 6M: |
|
160.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
