DZ Bank Call 370 2FE 20.12.2024
/ DE000DJ626D3
DZ Bank Call 370 2FE 20.12.2024/ DE000DJ626D3 /
| 08/11/2024 21:34:58 |
Chg.+0.420 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.670EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ626D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
4.76 |
| Time value: |
1.06 |
| Break-even: |
428.20 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.15 |
| Spread %: |
2.65% |
| Delta: |
0.79 |
| Theta: |
-0.28 |
| Omega: |
5.67 |
| Rho: |
0.31 |
Quote data
| Open: |
5.090 |
| High: |
5.810 |
| Low: |
4.780 |
| Previous Close: |
5.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.80% |
| 1 Month |
|
|
+4.42% |
| 3 Months |
|
|
+50.80% |
| YTD |
|
|
+467.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.280 |
3.990 |
| 1M High / 1M Low: |
8.590 |
3.990 |
| 6M High / 6M Low: |
8.680 |
3.330 |
| High (YTD): |
02/09/2024 |
8.680 |
| Low (YTD): |
24/01/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.39% |
| Volatility 6M: |
|
144.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
