DZ Bank Call 310 2FE 20.12.2024
/ DE000DJ2H7V1
DZ Bank Call 310 2FE 20.12.2024/ DE000DJ2H7V1 /
| 30/08/2024 13:08:47 |
Chg.+0.530 |
Bid21:59:24 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.020EUR |
+3.93% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2H7V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
30/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.84 |
| Intrinsic value: |
11.55 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.25 |
| Parity: |
11.55 |
| Time value: |
2.74 |
| Break-even: |
452.90 |
| Moneyness: |
1.37 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.33 |
| Spread %: |
2.36% |
| Delta: |
0.82 |
| Theta: |
-0.29 |
| Omega: |
2.45 |
| Rho: |
0.55 |
Quote data
| Open: |
13.810 |
| High: |
14.150 |
| Low: |
13.810 |
| Previous Close: |
13.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.27% |
| 3 Months |
|
|
+67.90% |
| YTD |
|
|
+336.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.020 |
10.680 |
| 6M High / 6M Low: |
14.020 |
7.730 |
| High (YTD): |
30/08/2024 |
14.020 |
| Low (YTD): |
24/01/2024 |
3.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
12.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.76% |
| Volatility 6M: |
|
82.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
