DZ Bank Call 420 2FE 21.06.2024
/ DE000DJ6B9W7
DZ Bank Call 420 2FE 21.06.2024/ DE000DJ6B9W7 /
| 23/05/2024 10:04:22 |
Chg.+0.070 |
Bid10:21:26 |
Ask10:21:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+140.00% |
0.110
Bid Size: 30,000 |
0.130
Ask Size: 30,000 |
FERRARI N.V. |
420.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ6B9W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
256.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-3.50 |
| Time value: |
0.15 |
| Break-even: |
421.50 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
2.13 |
| Spread abs.: |
0.10 |
| Spread %: |
200.00% |
| Delta: |
0.12 |
| Theta: |
-0.10 |
| Omega: |
30.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-88.24% |
| 3 Months |
|
|
-85.37% |
| YTD |
|
|
+275.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.050 |
| 1M High / 1M Low: |
1.030 |
0.050 |
| 6M High / 6M Low: |
1.550 |
0.009 |
| High (YTD): |
27/03/2024 |
1.550 |
| Low (YTD): |
24/01/2024 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
40.323 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.75% |
| Volatility 6M: |
|
947.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
