DZ Bank Call 380 2FE 20.09.2024/  DE000DJ588T1  /

Frankfurt Zert./DZB
26/07/2024  19:35:03 Chg.+0.410 Bid20:02:05 Ask20:02:05 Underlying Strike price Expiration date Option type
2.070EUR +24.70% 1.990
Bid Size: 12,000
2.090
Ask Size: 12,000
FERRARI N.V. 380.00 EUR 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 EUR
Maturity: 20/09/2024
Issue date: 06/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.61
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.46
Time value: 1.66
Break-even: 396.60
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 6.41%
Delta: 0.50
Theta: -0.18
Omega: 11.34
Rho: 0.26
 

Quote data

Open: 1.570
High: 2.070
Low: 1.570
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.96%
1 Month
  -14.81%
3 Months
  -46.37%
YTD  
+350.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 1.660
1M High / 1M Low: 3.280 1.660
6M High / 6M Low: 4.820 0.400
High (YTD): 27/03/2024 4.820
Low (YTD): 24/01/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   2.124
Avg. volume 1W:   0.000
Avg. price 1M:   2.477
Avg. volume 1M:   0.000
Avg. price 6M:   2.836
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.21%
Volatility 6M:   362.22%
Volatility 1Y:   -
Volatility 3Y:   -