DZ Bank Call 370 2FE 21.06.2024
/ DE000DJ626B7
DZ Bank Call 370 2FE 21.06.2024/ DE000DJ626B7 /
| 2024-05-21 3:04:35 PM |
Chg.-0.120 |
Bid3:11:19 PM |
Ask3:11:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-6.25% |
1.820
Bid Size: 30,000 |
1.840
Ask Size: 30,000 |
FERRARI N.V. |
370.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ626B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
1.50 |
| Time value: |
0.49 |
| Break-even: |
389.90 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
5.29% |
| Delta: |
0.76 |
| Theta: |
-0.15 |
| Omega: |
14.64 |
| Rho: |
0.23 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.700 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-17.43% |
| YTD |
|
|
+520.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
1.800 |
| 1M High / 1M Low: |
3.820 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
4.540 |
| Low (YTD): |
2024-01-24 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
