DZ Bank Call 290 2FE 20.12.2024
/ DE000DJ2FXQ8
DZ Bank Call 290 2FE 20.12.2024/ DE000DJ2FXQ8 /
| 28/06/2024 21:34:32 |
Chg.-0.150 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.970EUR |
-1.48% |
10.040
Bid Size: 1,500 |
10.190
Ask Size: 1,500 |
FERRARI N.V. |
290.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.81 |
| Intrinsic value: |
9.22 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
9.22 |
| Time value: |
0.96 |
| Break-even: |
391.80 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.50% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
3.40 |
| Rho: |
1.17 |
Quote data
| Open: |
10.310 |
| High: |
10.310 |
| Low: |
9.930 |
| Previous Close: |
10.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
-20.43% |
| YTD |
|
|
+125.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.430 |
9.970 |
| 1M High / 1M Low: |
11.430 |
9.600 |
| 6M High / 6M Low: |
12.770 |
4.210 |
| High (YTD): |
27/03/2024 |
12.770 |
| Low (YTD): |
05/01/2024 |
4.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.59% |
| Volatility 6M: |
|
113.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
