DZ Bank Call 300 2FE 20.12.2024
/ DE000DJ2FXR6
DZ Bank Call 300 2FE 20.12.2024/ DE000DJ2FXR6 /
| 27/06/2024 09:54:44 |
Chg.- |
Bid10:44:44 |
Ask10:44:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.94EUR |
- |
9.37
Bid Size: 25,000 |
9.39
Ask Size: 25,000 |
FERRARI N.V. |
300.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.88 |
| Intrinsic value: |
8.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
8.21 |
| Time value: |
1.16 |
| Break-even: |
393.70 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
1.08% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
3.58 |
| Rho: |
1.16 |
Quote data
| Open: |
9.94 |
| High: |
9.94 |
| Low: |
9.94 |
| Previous Close: |
10.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.20% |
| 1 Month |
|
|
+5.30% |
| 3 Months |
|
|
-15.48% |
| YTD |
|
|
+168.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.36 |
9.94 |
| 1M High / 1M Low: |
10.36 |
8.75 |
| 6M High / 6M Low: |
11.87 |
3.56 |
| High (YTD): |
27/03/2024 |
11.87 |
| Low (YTD): |
25/01/2024 |
3.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.00% |
| Volatility 6M: |
|
121.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
