DZ Bank Call 260 2FE 20.12.2024
/ DE000DJ2FXN5
DZ Bank Call 260 2FE 20.12.2024/ DE000DJ2FXN5 /
| 7/12/2024 9:35:04 PM |
Chg.+0.290 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.490EUR |
+2.04% |
14.430
Bid Size: 1,500 |
14.580
Ask Size: 1,500 |
FERRARI N.V. |
260.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FXN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.01 |
| Intrinsic value: |
13.60 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
13.60 |
| Time value: |
0.58 |
| Break-even: |
401.80 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
1.07% |
| Delta: |
0.96 |
| Theta: |
-0.05 |
| Omega: |
2.69 |
| Rho: |
1.06 |
Quote data
| Open: |
14.150 |
| High: |
14.540 |
| Low: |
14.110 |
| Previous Close: |
14.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.10% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
+7.81% |
| YTD |
|
|
+121.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.660 |
14.120 |
| 1M High / 1M Low: |
14.660 |
12.750 |
| 6M High / 6M Low: |
15.500 |
6.390 |
| High (YTD): |
3/27/2024 |
15.500 |
| Low (YTD): |
1/5/2024 |
6.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.30% |
| Volatility 6M: |
|
86.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
