DZ Bank Call 290 2FE 20.12.2024
/ DE000DJ2FXQ8
DZ Bank Call 290 2FE 20.12.2024/ DE000DJ2FXQ8 /
| 7/12/2024 7:34:36 PM |
Chg.+0.300 |
Bid7:44:13 PM |
Ask7:44:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.670EUR |
+2.64% |
11.670
Bid Size: 12,000 |
11.820
Ask Size: 12,000 |
FERRARI N.V. |
290.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FXQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.10 |
| Intrinsic value: |
10.60 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
10.60 |
| Time value: |
0.74 |
| Break-even: |
403.40 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
1.34% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
3.27 |
| Rho: |
1.13 |
Quote data
| Open: |
11.310 |
| High: |
11.700 |
| Low: |
11.280 |
| Previous Close: |
11.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.07% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
+8.26% |
| YTD |
|
|
+164.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.810 |
10.700 |
| 1M High / 1M Low: |
11.810 |
9.970 |
| 6M High / 6M Low: |
12.770 |
4.250 |
| High (YTD): |
3/27/2024 |
12.770 |
| Low (YTD): |
1/5/2024 |
4.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.924 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.11% |
| Volatility 6M: |
|
111.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
