DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
| 28/06/2024 21:35:03 |
Chg.-0.140 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.080EUR |
-3.32% |
4.120
Bid Size: 1,500 |
4.220
Ask Size: 1,500 |
FERRARI N.V. |
350.00 EUR |
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 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
3.22 |
| Time value: |
1.02 |
| Break-even: |
392.40 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
2.42% |
| Delta: |
0.78 |
| Theta: |
-0.12 |
| Omega: |
7.01 |
| Rho: |
0.58 |
Quote data
| Open: |
4.370 |
| High: |
4.370 |
| Low: |
4.040 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.26% |
| 1 Month |
|
|
-1.69% |
| 3 Months |
|
|
-39.91% |
| YTD |
|
|
+277.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.410 |
4.080 |
| 1M High / 1M Low: |
5.410 |
3.940 |
| 6M High / 6M Low: |
7.040 |
0.870 |
| High (YTD): |
27/03/2024 |
7.040 |
| Low (YTD): |
24/01/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.07% |
| Volatility 6M: |
|
257.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
