DZ Bank Call 300 2FE 20.12.2024
/ DE000DJ2FXR6
DZ Bank Call 300 2FE 20.12.2024/ DE000DJ2FXR6 /
| 7/12/2024 9:34:44 PM |
Chg.+0.270 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.710EUR |
+2.59% |
10.660
Bid Size: 1,500 |
10.810
Ask Size: 1,500 |
FERRARI N.V. |
300.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FXR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.50 |
| Intrinsic value: |
9.96 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
9.96 |
| Time value: |
0.85 |
| Break-even: |
408.10 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.41% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
3.40 |
| Rho: |
1.14 |
Quote data
| Open: |
10.380 |
| High: |
10.760 |
| Low: |
10.350 |
| Previous Close: |
10.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.40% |
| 1 Month |
|
|
+8.84% |
| 3 Months |
|
|
+7.86% |
| YTD |
|
|
+183.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.880 |
10.350 |
| 1M High / 1M Low: |
10.880 |
9.100 |
| 6M High / 6M Low: |
11.900 |
3.600 |
| High (YTD): |
3/27/2024 |
11.900 |
| Low (YTD): |
1/5/2024 |
3.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.63% |
| Volatility 6M: |
|
121.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
