DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 08/07/2024 09:14:12 |
Chg.-0.17 |
Bid14:42:26 |
Ask14:42:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
-4.61% |
4.04
Bid Size: 25,000 |
4.06
Ask Size: 25,000 |
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: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
2.98 |
| Break-even: |
417.00 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
2.78% |
| Delta: |
0.61 |
| Theta: |
-0.11 |
| Omega: |
6.37 |
| Rho: |
0.90 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.64% |
| 1 Month |
|
|
-3.03% |
| 3 Months |
|
|
-18.14% |
| YTD |
|
|
+363.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
2.96 |
| 1M High / 1M Low: |
3.90 |
2.96 |
| 6M High / 6M Low: |
5.68 |
0.63 |
| High (YTD): |
28/03/2024 |
5.68 |
| Low (YTD): |
25/01/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.09% |
| Volatility 6M: |
|
242.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
