DZ Bank Call 390 2FE 20.09.2024
/ DE000DJ86BL4
DZ Bank Call 390 2FE 20.09.2024/ DE000DJ86BL4 /
| 9/2/2024 9:06:27 AM |
Chg.+0.28 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.73EUR |
+5.14% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
390.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
5.56 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.25 |
| Parity: |
5.56 |
| Time value: |
1.04 |
| Break-even: |
456.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
1.00 |
| Spread %: |
17.86% |
| Delta: |
0.80 |
| Theta: |
-0.65 |
| Omega: |
5.40 |
| Rho: |
0.14 |
Quote data
| Open: |
5.73 |
| High: |
5.73 |
| Low: |
5.73 |
| Previous Close: |
5.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.03% |
| 1 Month |
|
|
+231.21% |
| 3 Months |
|
|
+216.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.73 |
4.34 |
| 1M High / 1M Low: |
5.73 |
1.22 |
| 6M High / 6M Low: |
5.73 |
1.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.40% |
| Volatility 6M: |
|
219.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
