DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
20/08/2024 12:35:09 |
Chg.+0.680 |
Bid21:59:48 |
Ask20/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
7.220EUR |
+10.40% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
350.00 - |
20/09/2024 |
Call |
Master data
WKN: |
DJ6N1B |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.25 |
Intrinsic value: |
7.23 |
Implied volatility: |
1.19 |
Historic volatility: |
0.25 |
Parity: |
7.23 |
Time value: |
0.42 |
Break-even: |
426.50 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.87 |
Spread %: |
12.83% |
Delta: |
0.89 |
Theta: |
-0.96 |
Omega: |
4.91 |
Rho: |
0.06 |
Quote data
Open: |
7.220 |
High: |
7.430 |
Low: |
7.200 |
Previous Close: |
6.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.52% |
3 Months |
|
|
+68.69% |
YTD |
|
|
+568.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.220 |
6.210 |
6M High / 6M Low: |
7.220 |
3.590 |
High (YTD): |
20/08/2024 |
7.220 |
Low (YTD): |
24/01/2024 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.576 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.043 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.85% |
Volatility 6M: |
|
141.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |