DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
| 2024-07-29 9:09:34 AM |
Chg.+0.54 |
Bid11:54:48 AM |
Ask11:54:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.49EUR |
+9.08% |
6.40
Bid Size: 25,000 |
6.42
Ask Size: 25,000 |
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: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
4.75 |
| Time value: |
1.83 |
| Break-even: |
395.80 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
1.54% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
4.42 |
| Rho: |
0.89 |
Quote data
| Open: |
6.49 |
| High: |
6.49 |
| Low: |
6.49 |
| Previous Close: |
5.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.28% |
| 1 Month |
|
|
-4.14% |
| 3 Months |
|
|
-21.62% |
| YTD |
|
|
+189.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.13 |
5.95 |
| 1M High / 1M Low: |
8.26 |
5.95 |
| 6M High / 6M Low: |
9.39 |
2.52 |
| High (YTD): |
2024-03-27 |
9.39 |
| Low (YTD): |
2024-01-25 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.20% |
| Volatility 6M: |
|
150.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
