DZ Bank Call 330 2FE 21.06.2024
/ DE000DJ588R5
DZ Bank Call 330 2FE 21.06.2024/ DE000DJ588R5 /
| 2024-05-23 1:35:18 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.520EUR |
+0.55% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ588R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.23 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
5.20 |
| Time value: |
0.28 |
| Break-even: |
384.80 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.45 |
| Omega: |
6.24 |
| Rho: |
0.08 |
Quote data
| Open: |
6.020 |
| High: |
6.020 |
| Low: |
5.420 |
| Previous Close: |
5.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.88% |
| 3 Months |
|
|
+0.36% |
| YTD |
|
|
+363.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.090 |
4.920 |
| 6M High / 6M Low: |
7.990 |
0.940 |
| High (YTD): |
2024-03-27 |
7.990 |
| Low (YTD): |
2024-01-24 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.91% |
| Volatility 6M: |
|
280.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
