DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 2024-09-26 10:34:44 AM |
Chg.+0.470 |
Bid11:00:34 AM |
Ask11:00:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.110EUR |
+8.33% |
5.960
Bid Size: 30,000 |
5.980
Ask Size: 30,000 |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ588U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
4.43 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
4.43 |
| Time value: |
1.35 |
| Break-even: |
437.80 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
1.76% |
| Delta: |
0.78 |
| Theta: |
-0.16 |
| Omega: |
5.70 |
| Rho: |
0.63 |
Quote data
| Open: |
6.060 |
| High: |
6.300 |
| Low: |
6.060 |
| Previous Close: |
5.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.14% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
+75.57% |
| YTD |
|
|
+673.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.020 |
5.450 |
| 1M High / 1M Low: |
7.790 |
4.690 |
| 6M High / 6M Low: |
7.790 |
2.780 |
| High (YTD): |
2024-09-02 |
7.790 |
| Low (YTD): |
2024-01-24 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.42% |
| Volatility 6M: |
|
141.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
