DZ Bank Call 290 2FE 20.12.2024
/ DE000DJ2FXQ8
DZ Bank Call 290 2FE 20.12.2024/ DE000DJ2FXQ8 /
2024-06-26 9:34:41 PM |
Chg.-0.900 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.530EUR |
-7.87% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
290.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.66 |
Intrinsic value: |
10.09 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
10.09 |
Time value: |
0.55 |
Break-even: |
396.40 |
Moneyness: |
1.35 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.15 |
Spread %: |
1.43% |
Delta: |
0.98 |
Theta: |
-0.04 |
Omega: |
3.60 |
Rho: |
1.34 |
Quote data
Open: |
11.400 |
High: |
11.610 |
Low: |
10.530 |
Previous Close: |
11.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.71% |
1 Month |
|
|
-1.68% |
3 Months |
|
|
-17.54% |
YTD |
|
|
+138.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.430 |
10.530 |
1M High / 1M Low: |
11.430 |
9.600 |
6M High / 6M Low: |
12.770 |
4.200 |
High (YTD): |
2024-03-27 |
12.770 |
Low (YTD): |
2024-01-05 |
4.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.385 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.39% |
Volatility 6M: |
|
112.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |