DZ Bank Call 260 2FE 20.12.2024
/ DE000DJ2FXN5
DZ Bank Call 260 2FE 20.12.2024/ DE000DJ2FXN5 /
| 12/07/2024 09:55:13 |
Chg.-0.13 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.21EUR |
-0.91% |
-
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: |
2.79 |
| 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: |
14.21 |
| High: |
14.21 |
| Low: |
14.21 |
| Previous Close: |
14.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.20% |
| 1 Month |
|
|
+4.18% |
| 3 Months |
|
|
-0.14% |
| YTD |
|
|
+119.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.34 |
13.89 |
| 1M High / 1M Low: |
14.34 |
12.56 |
| 6M High / 6M Low: |
15.49 |
6.33 |
| High (YTD): |
27/03/2024 |
15.49 |
| Low (YTD): |
23/01/2024 |
6.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.89% |
| Volatility 6M: |
|
85.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
