DZ Bank Call 420 2FE 20.09.2024
/ DE000DJ6B9X5
DZ Bank Call 420 2FE 20.09.2024/ DE000DJ6B9X5 /
| 7/29/2024 1:08:28 PM |
Chg.-0.010 |
Bid1:10:18 PM |
Ask1:10:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.500
Bid Size: 30,000 |
0.520
Ask Size: 30,000 |
FERRARI N.V. |
420.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6B9X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-4.25 |
| Time value: |
0.61 |
| Break-even: |
426.10 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.10 |
| Spread %: |
19.61% |
| Delta: |
0.23 |
| Theta: |
-0.15 |
| Omega: |
14.34 |
| Rho: |
0.12 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.14% |
| 1 Month |
|
|
-3.77% |
| 3 Months |
|
|
-71.19% |
| YTD |
|
|
+325.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.370 |
| 1M High / 1M Low: |
1.090 |
0.370 |
| 6M High / 6M Low: |
2.550 |
0.110 |
| High (YTD): |
3/27/2024 |
2.550 |
| Low (YTD): |
1/24/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.52% |
| Volatility 6M: |
|
538.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
