DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
2024-07-05 3:49:50 PM |
Chg.-0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.33EUR |
-0.68% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
330.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.68 |
Intrinsic value: |
5.72 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
5.72 |
Time value: |
1.61 |
Break-even: |
403.30 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
1.38% |
Delta: |
0.81 |
Theta: |
-0.10 |
Omega: |
4.27 |
Rho: |
1.10 |
Quote data
Open: |
7.48 |
High: |
7.48 |
Low: |
7.33 |
Previous Close: |
7.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.24% |
1 Month |
|
|
+2.95% |
3 Months |
|
|
-5.30% |
YTD |
|
|
+227.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.38 |
6.34 |
1M High / 1M Low: |
7.59 |
6.34 |
6M High / 6M Low: |
9.39 |
2.07 |
High (YTD): |
2024-03-27 |
9.39 |
Low (YTD): |
2024-01-25 |
2.07 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.19% |
Volatility 6M: |
|
154.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |