DZ Bank Call 360 2FE 20.09.2024
/ DE000DJ52ST3
DZ Bank Call 360 2FE 20.09.2024/ DE000DJ52ST3 /
2024-07-26 9:03:02 AM |
Chg.-0.14 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.75EUR |
-4.84% |
- Bid Size: - |
- Ask Size: - |
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: |
2.75 |
High: |
2.75 |
Low: |
2.75 |
Previous Close: |
2.89 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.40% |
1 Month |
|
|
-28.76% |
3 Months |
|
|
-43.30% |
YTD |
|
|
+252.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.76 |
2.75 |
1M High / 1M Low: |
4.81 |
2.75 |
6M High / 6M Low: |
6.21 |
0.87 |
High (YTD): |
2024-03-27 |
6.21 |
Low (YTD): |
2024-01-25 |
0.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.08 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.55% |
Volatility 6M: |
|
248.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |