DZ Bank Call 370 2FE 20.12.2024
/ DE000DJ626D3
DZ Bank Call 370 2FE 20.12.2024/ DE000DJ626D3 /
| 2024-07-29 9:16:19 AM |
Chg.+0.24 |
Bid6:22:46 PM |
Ask6:22:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+7.19% |
3.45
Bid Size: 10,000 |
3.55
Ask Size: 10,000 |
FERRARI N.V. |
370.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
2.97 |
| Break-even: |
407.20 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
2.76% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
6.15 |
| Rho: |
0.76 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
-6.28% |
| 3 Months |
|
|
-32.33% |
| YTD |
|
|
+272.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.34 |
| 1M High / 1M Low: |
4.96 |
3.34 |
| 6M High / 6M Low: |
6.33 |
1.08 |
| High (YTD): |
2024-03-28 |
6.33 |
| Low (YTD): |
2024-01-25 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.02% |
| Volatility 6M: |
|
206.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
