DZ Bank Call 350 2FE 21.06.2024
/ DE000DJ6N1A6
DZ Bank Call 350 2FE 21.06.2024/ DE000DJ6N1A6 /
| 2024-06-14 9:34:36 PM |
Chg.-0.710 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
-18.39% |
3.310
Bid Size: 1,500 |
3.460
Ask Size: 1,500 |
FERRARI N.V. |
350.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6N1A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.24 |
| Parity: |
2.98 |
| Time value: |
0.49 |
| Break-even: |
384.70 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.15 |
| Spread %: |
4.52% |
| Delta: |
0.80 |
| Theta: |
-0.96 |
| Omega: |
8.75 |
| Rho: |
0.04 |
Quote data
| Open: |
3.660 |
| High: |
3.660 |
| Low: |
2.870 |
| Previous Close: |
3.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
-34.65% |
| YTD |
|
|
+416.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.470 |
3.150 |
| 1M High / 1M Low: |
4.470 |
2.710 |
| 6M High / 6M Low: |
6.210 |
0.430 |
| High (YTD): |
2024-03-27 |
6.210 |
| Low (YTD): |
2024-01-24 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.66% |
| Volatility 6M: |
|
370.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
