DZ Bank Call 400 2FE 21.06.2024
/ DE000DJ29G72
DZ Bank Call 400 2FE 21.06.2024/ DE000DJ29G72 /
| 2024-05-31 9:35:20 PM |
Chg.-0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.130
Bid Size: 1,500 |
0.230
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ29G7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
164.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-2.07 |
| Time value: |
0.23 |
| Break-even: |
402.30 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.10 |
| Spread %: |
76.92% |
| Delta: |
0.20 |
| Theta: |
-0.16 |
| Omega: |
32.19 |
| Rho: |
0.04 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.26% |
| 1 Month |
|
|
-93.17% |
| 3 Months |
|
|
-93.60% |
| YTD |
|
|
+37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.110 |
| 1M High / 1M Low: |
1.870 |
0.110 |
| 6M High / 6M Low: |
2.510 |
0.039 |
| High (YTD): |
2024-03-27 |
2.510 |
| Low (YTD): |
2024-01-24 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.58% |
| Volatility 6M: |
|
646.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
