DZ Bank Call 380 2FE 20.09.2024
/ DE000DJ588T1
DZ Bank Call 380 2FE 20.09.2024/ DE000DJ588T1 /
| 6/21/2024 9:35:13 PM |
Chg.-0.350 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-12.20% |
2.590
Bid Size: 1,500 |
2.690
Ask Size: 1,500 |
FERRARI N.V. |
380.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ588T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
2.13 |
| Break-even: |
410.40 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
3.40% |
| Delta: |
0.61 |
| Theta: |
-0.15 |
| Omega: |
7.85 |
| Rho: |
0.52 |
Quote data
| Open: |
2.740 |
| High: |
2.780 |
| Low: |
2.490 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-39.28% |
| YTD |
|
|
+447.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.270 |
| 1M High / 1M Low: |
3.070 |
2.060 |
| 6M High / 6M Low: |
4.820 |
0.330 |
| High (YTD): |
3/27/2024 |
4.820 |
| Low (YTD): |
1/24/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.86% |
| Volatility 6M: |
|
363.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
