DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
2024-05-23 9:08:20 AM |
Chg.+0.46 |
Bid4:42:01 PM |
Ask4:42:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.96EUR |
+13.14% |
3.75 Bid Size: 25,000 |
3.77 Ask Size: 25,000 |
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: |
10.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.51 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
0.50 |
Time value: |
3.22 |
Break-even: |
417.20 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.10 |
Spread %: |
2.76% |
Delta: |
0.61 |
Theta: |
-0.09 |
Omega: |
6.30 |
Rho: |
1.14 |
Quote data
Open: |
3.96 |
High: |
3.96 |
Low: |
3.96 |
Previous Close: |
3.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-6.16% |
3 Months |
|
|
-2.46% |
YTD |
|
|
+421.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.50 |
1M High / 1M Low: |
5.37 |
3.14 |
6M High / 6M Low: |
5.68 |
0.63 |
High (YTD): |
2024-03-28 |
5.68 |
Low (YTD): |
2024-01-25 |
0.63 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.98% |
Volatility 6M: |
|
246.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |