DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 11/13/2024 9:52:27 AM |
Chg.-0.58 |
Bid6:12:31 PM |
Ask6:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
-14.11% |
3.97
Bid Size: 10,000 |
4.07
Ask Size: 10,000 |
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: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
3.52 |
| Time value: |
0.24 |
| Break-even: |
417.60 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
2.73% |
| Delta: |
0.91 |
| Theta: |
-0.09 |
| Omega: |
10.07 |
| Rho: |
0.35 |
Quote data
| Open: |
3.43 |
| High: |
3.53 |
| Low: |
3.43 |
| Previous Close: |
4.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.49% |
| 1 Month |
|
|
-21.90% |
| 3 Months |
|
|
+1.15% |
| YTD |
|
|
+364.47% |
| 1 Year |
|
|
+152.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
3.62 |
| 1M High / 1M Low: |
8.00 |
3.62 |
| 6M High / 6M Low: |
8.00 |
2.70 |
| High (YTD): |
10/29/2024 |
8.00 |
| Low (YTD): |
1/25/2024 |
0.63 |
| 52W High: |
10/29/2024 |
8.00 |
| 52W Low: |
1/25/2024 |
0.63 |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
210.76% |
| Volatility 6M: |
|
153.76% |
| Volatility 1Y: |
|
204.53% |
| Volatility 3Y: |
|
- |
