DZ Bank Call 400 2FE 20.09.2024
/ DE000DJ29G80
DZ Bank Call 400 2FE 20.09.2024/ DE000DJ29G80 /
| 2024-07-10 9:35:11 PM |
Chg.+0.280 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+16.18% |
2.050
Bid Size: 1,500 |
2.150
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ29G8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-0.30 |
| Time value: |
1.77 |
| Break-even: |
417.70 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
5.99% |
| Delta: |
0.52 |
| Theta: |
-0.14 |
| Omega: |
11.69 |
| Rho: |
0.37 |
Quote data
| Open: |
1.790 |
| High: |
2.030 |
| Low: |
1.720 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.37% |
| 1 Month |
|
|
+37.67% |
| 3 Months |
|
|
-20.55% |
| YTD |
|
|
+704.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.420 |
| 1M High / 1M Low: |
1.910 |
1.090 |
| 6M High / 6M Low: |
3.580 |
0.150 |
| High (YTD): |
2024-03-27 |
3.580 |
| Low (YTD): |
2024-01-24 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.689 |
| Avg. volume 6M: |
|
204.724 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.38% |
| Volatility 6M: |
|
459.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
