DZ Bank Call 380 2FE 20.09.2024
/ DE000DJ588T1
DZ Bank Call 380 2FE 20.09.2024/ DE000DJ588T1 /
| 12/07/2024 21:04:28 |
Chg.+0.230 |
Bid21:19:22 |
Ask21:19:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
+7.88% |
3.150
Bid Size: 12,000 |
3.250
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: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
1.29 |
| Break-even: |
408.90 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.58% |
| Delta: |
0.68 |
| Theta: |
-0.14 |
| Omega: |
9.32 |
| Rho: |
0.46 |
Quote data
| Open: |
2.880 |
| High: |
3.160 |
| Low: |
2.840 |
| Previous Close: |
2.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.51% |
| 1 Month |
|
|
+2.61% |
| 3 Months |
|
|
-5.69% |
| YTD |
|
|
+584.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
2.490 |
| 1M High / 1M Low: |
3.280 |
2.030 |
| 6M High / 6M Low: |
4.820 |
0.330 |
| High (YTD): |
27/03/2024 |
4.820 |
| Low (YTD): |
24/01/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.688 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.43% |
| Volatility 6M: |
|
364.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
