DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
| 18/10/2024 12:34:55 |
Chg.-0.030 |
Bid21:59:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.640EUR |
-0.26% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 - |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.88 |
| Intrinsic value: |
8.76 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.26 |
| Parity: |
8.76 |
| Time value: |
3.02 |
| Break-even: |
447.80 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.67 |
| Omega: |
2.76 |
| Rho: |
0.23 |
Quote data
| Open: |
12.090 |
| High: |
12.090 |
| Low: |
11.610 |
| Previous Close: |
11.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.77% |
| 3 Months |
|
|
+73.99% |
| YTD |
|
|
+408.30% |
| 1 Year |
|
|
+269.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.670 |
8.970 |
| 6M High / 6M Low: |
12.380 |
6.080 |
| High (YTD): |
02/09/2024 |
12.380 |
| Low (YTD): |
24/01/2024 |
2.090 |
| 52W High: |
02/09/2024 |
12.380 |
| 52W Low: |
24/01/2024 |
2.090 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.815 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.27% |
| Volatility 6M: |
|
94.18% |
| Volatility 1Y: |
|
135.19% |
| Volatility 3Y: |
|
- |
