DZ Bank Call 370 2FE 21.06.2024
/ DE000DJ626B7
DZ Bank Call 370 2FE 21.06.2024/ DE000DJ626B7 /
| 6/14/2024 9:34:43 PM |
Chg.-0.630 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-33.16% |
1.420
Bid Size: 1,500 |
1.520
Ask Size: 1,500 |
FERRARI N.V. |
370.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ626B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
1.80 |
| Time value: |
0.23 |
| Break-even: |
390.30 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
7.98% |
| Delta: |
0.82 |
| Theta: |
-0.42 |
| Omega: |
15.73 |
| Rho: |
0.06 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.060 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.99% |
| 1 Month |
|
|
-29.44% |
| 3 Months |
|
|
-59.55% |
| YTD |
|
|
+337.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
1.490 |
| 1M High / 1M Low: |
2.480 |
1.070 |
| 6M High / 6M Low: |
4.540 |
0.180 |
| High (YTD): |
3/27/2024 |
4.540 |
| Low (YTD): |
1/24/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.20% |
| Volatility 6M: |
|
510.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
