DZ Bank Call 280 2FE 20.12.2024
/ DE000DJ2FXP0
DZ Bank Call 280 2FE 20.12.2024/ DE000DJ2FXP0 /
| 29/07/2024 13:08:48 |
Chg.-0.140 |
Bid13:30:27 |
Ask13:30:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.720EUR |
-1.29% |
10.760
Bid Size: 30,000 |
10.790
Ask Size: 30,000 |
FERRARI N.V. |
280.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2FXP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.18 |
| Intrinsic value: |
9.75 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
9.75 |
| Time value: |
1.26 |
| Break-even: |
390.10 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.38% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
3.00 |
| Rho: |
0.87 |
Quote data
| Open: |
10.860 |
| High: |
10.860 |
| Low: |
10.650 |
| Previous Close: |
10.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.77% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
-13.48% |
| YTD |
|
|
+110.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.750 |
10.390 |
| 1M High / 1M Low: |
12.750 |
10.390 |
| 6M High / 6M Low: |
13.660 |
5.720 |
| High (YTD): |
27/03/2024 |
13.660 |
| Low (YTD): |
05/01/2024 |
4.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.70% |
| Volatility 6M: |
|
99.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
