DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
03/09/2024 09:12:12 |
Chg.+0.07 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
12.24EUR |
+0.58% |
- 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: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.08 |
Intrinsic value: |
11.71 |
Implied volatility: |
0.48 |
Historic volatility: |
0.25 |
Parity: |
11.71 |
Time value: |
0.90 |
Break-even: |
456.10 |
Moneyness: |
1.35 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.15 |
Spread %: |
1.20% |
Delta: |
0.91 |
Theta: |
-0.12 |
Omega: |
3.22 |
Rho: |
0.83 |
Quote data
Open: |
12.24 |
High: |
12.24 |
Low: |
12.24 |
Previous Close: |
12.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.80% |
1 Month |
|
|
+74.61% |
3 Months |
|
|
+94.59% |
YTD |
|
|
+446.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.24 |
11.25 |
1M High / 1M Low: |
12.24 |
6.50 |
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: |
|
11.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.70% |
Volatility 6M: |
|
95.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |