DZ Bank Call 400 2FE 20.12.2024
/ DE000DJ6N1C2
DZ Bank Call 400 2FE 20.12.2024/ DE000DJ6N1C2 /
30/08/2024 09:16:14 |
Chg.+0.46 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
5.75EUR |
+8.70% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ6N1C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.63 |
Intrinsic value: |
4.56 |
Implied volatility: |
0.40 |
Historic volatility: |
0.25 |
Parity: |
4.56 |
Time value: |
2.17 |
Break-even: |
467.30 |
Moneyness: |
1.11 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
1.00 |
Spread %: |
17.45% |
Delta: |
0.74 |
Theta: |
-0.17 |
Omega: |
4.91 |
Rho: |
0.80 |
Quote data
Open: |
5.75 |
High: |
5.75 |
Low: |
5.75 |
Previous Close: |
5.29 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.80% |
1 Month |
|
|
+223.03% |
3 Months |
|
|
+163.76% |
YTD |
|
|
+1150.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.75 |
4.68 |
1M High / 1M Low: |
5.75 |
1.78 |
6M High / 6M Low: |
5.75 |
1.78 |
High (YTD): |
30/08/2024 |
5.75 |
Low (YTD): |
25/01/2024 |
0.36 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.40% |
Volatility 6M: |
|
162.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |