DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 26/07/2024 16:04:23 |
Chg.+0.090 |
Bid16:13:55 |
Ask16:13:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
+3.24% |
2.830
Bid Size: 30,000 |
2.850
Ask Size: 30,000 |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ588U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.46 |
| Time value: |
2.78 |
| Break-even: |
407.80 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
3.73% |
| Delta: |
0.54 |
| Theta: |
-0.11 |
| Omega: |
7.31 |
| Rho: |
0.71 |
Quote data
| Open: |
2.690 |
| High: |
3.060 |
| Low: |
2.690 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.75% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
-39.19% |
| YTD |
|
|
+263.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.580 |
2.780 |
| 1M High / 1M Low: |
4.340 |
2.780 |
| 6M High / 6M Low: |
5.690 |
0.750 |
| High (YTD): |
27/03/2024 |
5.690 |
| Low (YTD): |
24/01/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.26% |
| Volatility 6M: |
|
260.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
