DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
| 8/20/2024 12:35:09 PM |
Chg.+0.680 |
Bid9:59:48 PM |
Ask8/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.220EUR |
+10.40% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.76 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.25 |
| Parity: |
6.75 |
| Time value: |
0.90 |
| Break-even: |
426.50 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
12.40 |
| Spread abs.: |
0.87 |
| Spread %: |
12.83% |
| Delta: |
0.83 |
| Theta: |
-3.74 |
| Omega: |
4.52 |
| Rho: |
0.02 |
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 |
|
|
+10.23% |
| 3 Months |
|
|
+47.05% |
| YTD |
|
|
+568.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.220 |
6.540 |
| 6M High / 6M Low: |
7.220 |
3.590 |
| High (YTD): |
8/20/2024 |
7.220 |
| Low (YTD): |
1/24/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.033 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
142.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
