DZ Bank Call 390 2FE 20.09.2024
/ DE000DJ86BL4
DZ Bank Call 390 2FE 20.09.2024/ DE000DJ86BL4 /
| 09/07/2024 09:05:58 |
Chg.+0.33 |
Bid15:25:17 |
Ask15:25:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+17.46% |
2.37
Bid Size: 25,000 |
2.39
Ask Size: 25,000 |
FERRARI N.V. |
390.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ86BL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
1.64 |
| Break-even: |
413.60 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
4.42% |
| Delta: |
0.61 |
| Theta: |
-0.14 |
| Omega: |
10.26 |
| Rho: |
0.44 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.24% |
| 1 Month |
|
|
+7.77% |
| 3 Months |
|
|
-22.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.43 |
| 1M High / 1M Low: |
2.32 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
