DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
| 2024-07-12 9:16:02 AM |
Chg.-0.43 |
Bid5:40:55 PM |
Ask5:40:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.21EUR |
-7.62% |
5.44
Bid Size: 10,000 |
5.54
Ask Size: 10,000 |
FERRARI N.V. |
350.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
4.60 |
| Time value: |
0.63 |
| Break-even: |
402.30 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
1.95% |
| Delta: |
0.86 |
| Theta: |
-0.11 |
| Omega: |
6.50 |
| Rho: |
0.55 |
Quote data
| Open: |
5.21 |
| High: |
5.21 |
| Low: |
5.21 |
| Previous Close: |
5.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
+18.95% |
| 3 Months |
|
|
-9.71% |
| YTD |
|
|
+405.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.64 |
4.57 |
| 1M High / 1M Low: |
5.64 |
3.88 |
| 6M High / 6M Low: |
7.02 |
0.86 |
| High (YTD): |
2024-03-27 |
7.02 |
| Low (YTD): |
2024-01-25 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.49% |
| Volatility 6M: |
|
225.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
