DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
| 8/9/2024 7:04:36 PM |
Chg.-0.050 |
Bid7:06:13 PM |
Ask7:06:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-1.21% |
4.070
Bid Size: 12,000 |
4.170
Ask Size: 12,000 |
FERRARI N.V. |
350.00 EUR |
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 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
3.54 |
| Time value: |
0.65 |
| Break-even: |
391.90 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
2.45% |
| Delta: |
0.81 |
| Theta: |
-0.18 |
| Omega: |
7.48 |
| Rho: |
0.31 |
Quote data
| Open: |
4.010 |
| High: |
4.280 |
| Low: |
3.960 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-22.18% |
| 3 Months |
|
|
-6.65% |
| YTD |
|
|
+276.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.150 |
3.980 |
| 1M High / 1M Low: |
5.710 |
3.590 |
| 6M High / 6M Low: |
7.040 |
2.920 |
| High (YTD): |
3/27/2024 |
7.040 |
| Low (YTD): |
1/24/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.936 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.07% |
| Volatility 6M: |
|
135.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
