DZ Bank Call 330 2FE 21.06.2024
/ DE000DJ588R5
DZ Bank Call 330 2FE 21.06.2024/ DE000DJ588R5 /
| 2024-05-21 9:35:01 PM |
Chg.+0.120 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.680EUR |
+2.16% |
5.710
Bid Size: 1,500 |
5.860
Ask Size: 1,500 |
FERRARI N.V. |
330.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ588R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
5.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
5.50 |
| Time value: |
0.18 |
| Break-even: |
386.80 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
2.71% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
6.46 |
| Rho: |
0.26 |
Quote data
| Open: |
5.580 |
| High: |
5.680 |
| Low: |
5.310 |
| Previous Close: |
5.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.19% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
+13.83% |
| YTD |
|
|
+377.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.090 |
5.250 |
| 1M High / 1M Low: |
7.290 |
4.700 |
| 6M High / 6M Low: |
7.990 |
0.940 |
| High (YTD): |
2024-03-27 |
7.990 |
| Low (YTD): |
2024-01-24 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.48% |
| Volatility 6M: |
|
271.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
