DZ Bank Call 330 2FE 20.09.2024
/ DE000DJ588S3
DZ Bank Call 330 2FE 20.09.2024/ DE000DJ588S3 /
| 2024-07-25 9:35:02 PM |
Chg.-0.510 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
-8.85% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.54 |
| Intrinsic value: |
5.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
5.28 |
| Time value: |
0.56 |
| Break-even: |
388.40 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
1.74% |
| Delta: |
0.87 |
| Theta: |
-0.13 |
| Omega: |
5.72 |
| Rho: |
0.43 |
Quote data
| Open: |
5.300 |
| High: |
5.370 |
| Low: |
5.010 |
| Previous Close: |
5.760 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.47% |
| 1 Month |
|
|
-16.80% |
| 3 Months |
|
|
-30.92% |
| YTD |
|
|
+198.30% |
| 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 |
1.750 |
| High (YTD): |
2024-03-27 |
8.700 |
| Low (YTD): |
2024-01-24 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.361 |
| Avg. volume 6M: |
|
1.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.18% |
| Volatility 6M: |
|
193.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
