DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
| 07/10/2024 12:38:57 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.42EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ6JV5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.06 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
7.80 |
| Time value: |
0.97 |
| Break-even: |
417.70 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
1.74% |
| Delta: |
0.86 |
| Theta: |
-0.17 |
| Omega: |
3.99 |
| Rho: |
0.53 |
Quote data
| Open: |
8.52 |
| High: |
8.52 |
| Low: |
8.42 |
| Previous Close: |
8.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.75% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
+17.27% |
| YTD |
|
|
+275.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.65 |
8.41 |
| 1M High / 1M Low: |
10.75 |
8.41 |
| 6M High / 6M Low: |
12.24 |
5.95 |
| High (YTD): |
03/09/2024 |
12.24 |
| Low (YTD): |
25/01/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.25% |
| Volatility 6M: |
|
95.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
