DZ Bank Call 330 2FE 20.09.2024
/ DE000DJ588S3
DZ Bank Call 330 2FE 20.09.2024/ DE000DJ588S3 /
| 29/07/2024 21:35:17 |
Chg.-0.180 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.530EUR |
-3.15% |
5.590
Bid Size: 1,500 |
5.690
Ask Size: 1,500 |
FERRARI N.V. |
330.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ588S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
4.75 |
| Time value: |
1.05 |
| Break-even: |
388.00 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
1.75% |
| Delta: |
0.80 |
| Theta: |
-0.21 |
| Omega: |
5.20 |
| Rho: |
0.35 |
Quote data
| Open: |
5.680 |
| High: |
5.680 |
| Low: |
5.310 |
| Previous Close: |
5.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.18% |
| 1 Month |
|
|
-3.83% |
| 3 Months |
|
|
-25.87% |
| YTD |
|
|
+214.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.520 |
5.250 |
| 1M High / 1M Low: |
7.520 |
5.250 |
| 6M High / 6M Low: |
8.700 |
2.020 |
| High (YTD): |
27/03/2024 |
8.700 |
| Low (YTD): |
24/01/2024 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.392 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.92% |
| Volatility 6M: |
|
192.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
