DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 11/8/2024 9:34:38 PM |
Chg.+0.410 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
+9.40% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
3.76 |
| Time value: |
1.10 |
| Break-even: |
428.60 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
2.10% |
| Delta: |
0.76 |
| Theta: |
-0.26 |
| Omega: |
6.55 |
| Rho: |
0.30 |
Quote data
| Open: |
4.170 |
| High: |
4.890 |
| Low: |
3.890 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.35% |
| 1 Month |
|
|
-16.17% |
| 3 Months |
|
|
+50.47% |
| YTD |
|
|
+503.80% |
| 1 Year |
|
|
+255.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.390 |
3.180 |
| 1M High / 1M Low: |
7.650 |
3.180 |
| 6M High / 6M Low: |
7.790 |
2.780 |
| High (YTD): |
9/2/2024 |
7.790 |
| Low (YTD): |
1/24/2024 |
0.640 |
| 52W High: |
9/2/2024 |
7.790 |
| 52W Low: |
1/24/2024 |
0.640 |
| Avg. price 1W: |
|
4.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.732 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
228.92% |
| Volatility 6M: |
|
159.39% |
| Volatility 1Y: |
|
220.02% |
| Volatility 3Y: |
|
- |
