DZ Bank Call 400 2FE 20.09.2024
/ DE000DJ29G80
DZ Bank Call 400 2FE 20.09.2024/ DE000DJ29G80 /
| 2024-07-30 9:14:20 AM |
Chg.-0.01 |
Bid7:28:32 PM |
Ask7:28:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
0.92
Bid Size: 10,000 |
1.02
Ask Size: 10,000 |
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: |
33.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-2.27 |
| Time value: |
1.12 |
| Break-even: |
411.20 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.10 |
| Spread %: |
9.80% |
| Delta: |
0.36 |
| Theta: |
-0.19 |
| Omega: |
12.23 |
| Rho: |
0.18 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-13.22% |
| 3 Months |
|
|
-59.77% |
| YTD |
|
|
+356.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.86 |
| 1M High / 1M Low: |
1.95 |
0.86 |
| 6M High / 6M Low: |
3.62 |
0.31 |
| High (YTD): |
2024-03-25 |
3.62 |
| Low (YTD): |
2024-01-25 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.10% |
| Volatility 6M: |
|
377.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
