DZ Bank Call 300 2FE 20.12.2024
/ DE000DJ2FXR6
DZ Bank Call 300 2FE 20.12.2024/ DE000DJ2FXR6 /
| 2024-07-25 10:00:18 AM |
Chg.-0.19 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.59EUR |
-2.16% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.82 |
| Intrinsic value: |
8.28 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
8.28 |
| Time value: |
0.93 |
| Break-even: |
392.10 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
1.10% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
3.71 |
| Rho: |
1.01 |
Quote data
| Open: |
8.59 |
| High: |
8.59 |
| Low: |
8.59 |
| Previous Close: |
8.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.23% |
| 1 Month |
|
|
-17.08% |
| 3 Months |
|
|
-15.78% |
| YTD |
|
|
+132.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.73 |
8.59 |
| 1M High / 1M Low: |
10.57 |
8.59 |
| 6M High / 6M Low: |
11.87 |
3.96 |
| High (YTD): |
2024-03-27 |
11.87 |
| Low (YTD): |
2024-01-25 |
3.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.94% |
| Volatility 6M: |
|
118.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
