DZ Bank Call 380 2FE 20.09.2024
/ DE000DJ588T1
DZ Bank Call 380 2FE 20.09.2024/ DE000DJ588T1 /
| 28/08/2024 15:34:55 |
Chg.+0.690 |
Bid21:59:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.200EUR |
+12.52% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ588T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
29/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
4.23 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.25 |
| Parity: |
4.23 |
| Time value: |
1.78 |
| Break-even: |
440.10 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
7.61 |
| Spread abs.: |
0.47 |
| Spread %: |
8.48% |
| Delta: |
0.72 |
| Theta: |
-2.22 |
| Omega: |
5.09 |
| Rho: |
0.05 |
Quote data
| Open: |
5.880 |
| High: |
6.230 |
| Low: |
5.750 |
| Previous Close: |
5.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+70.80% |
| 3 Months |
|
|
+173.13% |
| YTD |
|
|
+1247.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.200 |
3.420 |
| 6M High / 6M Low: |
6.200 |
1.660 |
| High (YTD): |
28/08/2024 |
6.200 |
| Low (YTD): |
24/01/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.23% |
| Volatility 6M: |
|
204.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
