DZ Bank Call 370 2FE 20.09.2024
/ DE000DJ626C5
DZ Bank Call 370 2FE 20.09.2024/ DE000DJ626C5 /
| 28/08/2024 15:34:55 |
Chg.+0.690 |
Bid21:59:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.190EUR |
+10.62% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ626C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
29/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.89 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
6.89 |
| Time value: |
0.10 |
| Break-even: |
439.90 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.47 |
| Spread %: |
7.21% |
| Delta: |
0.97 |
| Theta: |
-0.12 |
| Omega: |
6.10 |
| Rho: |
0.15 |
Quote data
| Open: |
6.870 |
| High: |
7.210 |
| Low: |
6.730 |
| Previous Close: |
6.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+189.92% |
| 3 Months |
|
|
+130.45% |
| YTD |
|
|
+1059.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.190 |
2.380 |
| 6M High / 6M Low: |
7.190 |
2.210 |
| High (YTD): |
28/08/2024 |
7.190 |
| Low (YTD): |
24/01/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.700 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.69% |
| Volatility 6M: |
|
177.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
