DZ Bank Call 330 2FE 20.12.2024
/ DE000DJ6JV57
DZ Bank Call 330 2FE 20.12.2024/ DE000DJ6JV57 /
2024-05-27 9:15:47 AM |
Chg.+0.25 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.16EUR |
+3.62% |
7.28 Bid Size: 10,000 |
7.38 Ask Size: 10,000 |
FERRARI N.V. |
330.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ6JV5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.88 |
Intrinsic value: |
5.61 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
5.61 |
Time value: |
1.50 |
Break-even: |
401.10 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.10 |
Spread %: |
1.43% |
Delta: |
0.83 |
Theta: |
-0.07 |
Omega: |
4.52 |
Rho: |
1.42 |
Quote data
Open: |
7.16 |
High: |
7.16 |
Low: |
7.16 |
Previous Close: |
6.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.89% |
1 Month |
|
|
-8.09% |
3 Months |
|
|
-9.14% |
YTD |
|
|
+219.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.47 |
6.91 |
1M High / 1M Low: |
9.09 |
6.34 |
6M High / 6M Low: |
9.39 |
2.07 |
High (YTD): |
2024-03-27 |
9.39 |
Low (YTD): |
2024-01-25 |
2.07 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.04% |
Volatility 6M: |
|
159.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |