DZ Bank Call 370 2FE 20.09.2024
/ DE000DJ626C5
DZ Bank Call 370 2FE 20.09.2024/ DE000DJ626C5 /
| 2024-07-05 9:34:50 PM |
Chg.-0.310 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.160EUR |
-8.93% |
3.200
Bid Size: 1,500 |
3.300
Ask Size: 1,500 |
FERRARI N.V. |
370.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ626C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.72 |
| Time value: |
1.58 |
| Break-even: |
403.00 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
3.13% |
| Delta: |
0.67 |
| Theta: |
-0.15 |
| Omega: |
7.87 |
| Rho: |
0.47 |
Quote data
| Open: |
3.460 |
| High: |
3.590 |
| Low: |
3.000 |
| Previous Close: |
3.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.15% |
| 1 Month |
|
|
+1.28% |
| 3 Months |
|
|
-20.40% |
| YTD |
|
|
+409.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.470 |
2.700 |
| 1M High / 1M Low: |
3.800 |
2.630 |
| 6M High / 6M Low: |
5.510 |
0.460 |
| High (YTD): |
2024-03-27 |
5.510 |
| Low (YTD): |
2024-01-24 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.73% |
| Volatility 6M: |
|
325.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
