DZ Bank Call 360 2FE 20.09.2024/  DE000DJ52ST3  /

Frankfurt Zert./DZB
2024-07-26  9:34:45 PM Chg.+0.410 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
3.270EUR +14.34% 3.270
Bid Size: 1,500
3.370
Ask Size: 1,500
FERRARI N.V. 360.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ52ST
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 360.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 1.75
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 1.75
Time value: 1.62
Break-even: 393.70
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.10
Spread %: 3.06%
Delta: 0.66
Theta: -0.22
Omega: 7.42
Rho: 0.33
 

Quote data

Open: 2.730
High: 3.360
Low: 2.730
Previous Close: 2.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.39%
1 Month
  -5.22%
3 Months
  -37.48%
YTD  
+298.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.940 2.860
1M High / 1M Low: 4.850 2.860
6M High / 6M Low: 6.250 0.920
High (YTD): 2024-03-27 6.250
Low (YTD): 2024-01-24 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   3.434
Avg. volume 1W:   0.000
Avg. price 1M:   3.857
Avg. volume 1M:   0.000
Avg. price 6M:   4.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.80%
Volatility 6M:   283.97%
Volatility 1Y:   -
Volatility 3Y:   -