DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 7/12/2024 4:34:47 PM |
Chg.+0.220 |
Bid4:35:06 PM |
Ask4:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
+5.50% |
4.240
Bid Size: 30,000 |
4.260
Ask Size: 30,000 |
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: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
2.37 |
| Break-even: |
419.70 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
2.58% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
6.57 |
| Rho: |
0.98 |
Quote data
| Open: |
3.950 |
| High: |
4.220 |
| Low: |
3.900 |
| Previous Close: |
4.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.21% |
| 1 Month |
|
|
+4.20% |
| 3 Months |
|
|
+0.48% |
| YTD |
|
|
+434.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.570 |
| 1M High / 1M Low: |
4.340 |
3.080 |
| 6M High / 6M Low: |
5.690 |
0.640 |
| High (YTD): |
3/27/2024 |
5.690 |
| Low (YTD): |
1/24/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.64% |
| Volatility 6M: |
|
264.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
