DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 25/09/2024 09:08:01 |
Chg.-0.28 |
Bid18:43:51 |
Ask18:43:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.84EUR |
-4.58% |
5.51
Bid Size: 10,000 |
5.61
Ask Size: 10,000 |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
4.80 |
| Time value: |
1.16 |
| Break-even: |
439.60 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
1.71% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
5.75 |
| Rho: |
0.67 |
Quote data
| Open: |
5.84 |
| High: |
5.84 |
| Low: |
5.84 |
| Previous Close: |
6.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.40% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
+49.74% |
| YTD |
|
|
+668.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.12 |
4.88 |
| 1M High / 1M Low: |
7.70 |
4.88 |
| 6M High / 6M Low: |
7.70 |
2.70 |
| High (YTD): |
03/09/2024 |
7.70 |
| Low (YTD): |
25/01/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.13% |
| Volatility 6M: |
|
140.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
