DZ Bank Call 380 2FE 20.12.2024
/ DE000DJ588U9
DZ Bank Call 380 2FE 20.12.2024/ DE000DJ588U9 /
| 6/21/2024 9:12:22 AM |
Chg.+0.18 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
+5.06% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
3.23 |
| Break-even: |
417.20 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
2.76% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
6.20 |
| Rho: |
0.96 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.09% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
+392.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
3.43 |
| 1M High / 1M Low: |
3.96 |
3.04 |
| 6M High / 6M Low: |
5.68 |
0.63 |
| High (YTD): |
3/28/2024 |
5.68 |
| Low (YTD): |
1/25/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
242.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
