DZ Bank Call 350 2FE 20.09.2024
/ DE000DJ6N1B4
DZ Bank Call 350 2FE 20.09.2024/ DE000DJ6N1B4 /
| 8/9/2024 9:16:22 AM |
Chg.+0.28 |
Bid8:05:09 PM |
Ask8:05:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
+7.65% |
4.01
Bid Size: 10,000 |
4.11
Ask Size: 10,000 |
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: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
3.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.58% |
| 1 Month |
|
|
-22.44% |
| 3 Months |
|
|
-9.84% |
| YTD |
|
|
+282.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.31 |
3.66 |
| 1M High / 1M Low: |
5.64 |
3.44 |
| 6M High / 6M Low: |
7.02 |
3.10 |
| High (YTD): |
3/27/2024 |
7.02 |
| Low (YTD): |
1/25/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.51% |
| Volatility 6M: |
|
140.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
