DZ Bank Call 420 2FE 20.09.2024
/ DE000DJ6B9X5
DZ Bank Call 420 2FE 20.09.2024/ DE000DJ6B9X5 /
| 2024-07-05 3:38:07 PM |
Chg.-0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-3.28 |
| Time value: |
0.84 |
| Break-even: |
428.40 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.10 |
| Spread %: |
13.51% |
| Delta: |
0.30 |
| Theta: |
-0.12 |
| Omega: |
13.65 |
| Rho: |
0.22 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-12.09% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
+627.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.510 |
| 1M High / 1M Low: |
1.060 |
0.510 |
| 6M High / 6M Low: |
2.550 |
0.060 |
| High (YTD): |
2024-03-27 |
2.550 |
| Low (YTD): |
2024-01-25 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
9.449 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.86% |
| Volatility 6M: |
|
448.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
