DZ Bank Call 380 2FE 20.09.2024
/ DE000DJ588T1
DZ Bank Call 380 2FE 20.09.2024/ DE000DJ588T1 /
| 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: |
|
- |
