DZ Bank Call 400 2FE 20.09.2024
/ DE000DJ29G80
DZ Bank Call 400 2FE 20.09.2024/ DE000DJ29G80 /
| 13/09/2024 21:35:07 |
Chg.-0.350 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-12.11% |
2.510
Bid Size: 1,500 |
2.610
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
2.55 |
| Time value: |
0.05 |
| Break-even: |
426.00 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
4.00% |
| Delta: |
0.96 |
| Theta: |
-0.15 |
| Omega: |
15.67 |
| Rho: |
0.06 |
Quote data
| Open: |
2.770 |
| High: |
2.850 |
| Low: |
2.500 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.30% |
| 1 Month |
|
|
+23.30% |
| 3 Months |
|
|
+92.42% |
| YTD |
|
|
+916.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.540 |
| 1M High / 1M Low: |
4.970 |
1.800 |
| 6M High / 6M Low: |
4.970 |
0.760 |
| High (YTD): |
02/09/2024 |
4.970 |
| Low (YTD): |
24/01/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.030 |
| Avg. volume 6M: |
|
23.256 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.84% |
| Volatility 6M: |
|
272.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
