DZ Bank Call 390 2FE 20.12.2024
/ DE000DJ86BN0
DZ Bank Call 390 2FE 20.12.2024/ DE000DJ86BN0 /
| 2024-11-12 9:04:53 PM |
Chg.-1.030 |
Bid9:18:40 PM |
Ask9:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-26.41% |
2.870
Bid Size: 12,000 |
2.970
Ask Size: 12,000 |
FERRARI N.V. |
390.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ86BN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
3.60 |
| Time value: |
0.39 |
| Break-even: |
429.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
2.57% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
9.22 |
| Rho: |
0.34 |
Quote data
| Open: |
3.710 |
| High: |
3.710 |
| Low: |
2.850 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-41.07% |
| 3 Months |
|
|
+7.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
2.460 |
| 1M High / 1M Low: |
6.770 |
2.460 |
| 6M High / 6M Low: |
6.920 |
2.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.93% |
| Volatility 6M: |
|
173.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
