DZ Bank Call 260 2FE 20.12.2024
/ DE000DJ2FXN5
DZ Bank Call 260 2FE 20.12.2024/ DE000DJ2FXN5 /
| 26/07/2024 15:35:48 |
Chg.+0.04 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.31EUR |
+0.33% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
260.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.13 |
| Intrinsic value: |
11.75 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
11.75 |
| Time value: |
1.13 |
| Break-even: |
388.80 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
1.18% |
| Delta: |
0.90 |
| Theta: |
-0.10 |
| Omega: |
2.63 |
| Rho: |
0.84 |
Quote data
| Open: |
12.56 |
| High: |
12.56 |
| Low: |
12.31 |
| Previous Close: |
12.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.96% |
| 1 Month |
|
|
-5.53% |
| 3 Months |
|
|
-10.73% |
| YTD |
|
|
+90.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.49 |
12.27 |
| 1M High / 1M Low: |
14.34 |
12.27 |
| 6M High / 6M Low: |
15.49 |
7.14 |
| High (YTD): |
27/03/2024 |
15.49 |
| Low (YTD): |
23/01/2024 |
6.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.22% |
| Volatility 6M: |
|
83.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
