DZ Bank Call 280 2FE 20.12.2024
/ DE000DJ2FXP0
DZ Bank Call 280 2FE 20.12.2024/ DE000DJ2FXP0 /
8/9/2024 10:00:29 AM |
Chg.+0.48 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.19EUR |
+4.48% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
280.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
9/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.84 |
Intrinsic value: |
10.46 |
Implied volatility: |
0.45 |
Historic volatility: |
0.25 |
Parity: |
10.46 |
Time value: |
0.85 |
Break-even: |
393.10 |
Moneyness: |
1.37 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
1.34% |
Delta: |
0.91 |
Theta: |
-0.09 |
Omega: |
3.10 |
Rho: |
0.86 |
Quote data
Open: |
11.19 |
High: |
11.19 |
Low: |
11.19 |
Previous Close: |
10.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
-9.25% |
3 Months |
|
|
+6.27% |
YTD |
|
|
+123.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.19 |
10.63 |
1M High / 1M Low: |
12.44 |
10.21 |
6M High / 6M Low: |
13.65 |
8.73 |
High (YTD): |
3/27/2024 |
13.65 |
Low (YTD): |
1/23/2024 |
4.87 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.52 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.87% |
Volatility 6M: |
|
70.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |