DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 2024-07-29 9:08:34 AM |
Chg.+0.34 |
Bid8:46:50 PM |
Ask8:46:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+12.59% |
2.84
Bid Size: 10,000 |
2.94
Ask Size: 10,000 |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.25 |
| Time value: |
3.14 |
| Break-even: |
411.40 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
3.29% |
| Delta: |
0.55 |
| Theta: |
-0.12 |
| Omega: |
6.67 |
| Rho: |
0.70 |
Quote data
| Open: |
3.04 |
| High: |
3.04 |
| Low: |
3.04 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.03% |
| 1 Month |
|
|
-6.17% |
| 3 Months |
|
|
-36.27% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
2.70 |
| 1M High / 1M Low: |
4.38 |
2.70 |
| 6M High / 6M Low: |
5.68 |
0.86 |
| High (YTD): |
2024-03-28 |
5.68 |
| Low (YTD): |
2024-01-25 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.22% |
| Volatility 6M: |
|
236.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
