DZ Bank Call 310 2FE 20.12.2024
/ DE000DJ2H7V1
DZ Bank Call 310 2FE 20.12.2024/ DE000DJ2H7V1 /
| 2024-07-25 9:59:44 AM |
Chg.-0.19 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.76EUR |
-2.39% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2H7V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.90 |
| Intrinsic value: |
7.28 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
7.28 |
| Time value: |
1.01 |
| Break-even: |
392.90 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.22% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
4.04 |
| Rho: |
1.02 |
Quote data
| Open: |
7.76 |
| High: |
7.76 |
| Low: |
7.76 |
| Previous Close: |
7.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.27% |
| 1 Month |
|
|
-18.83% |
| 3 Months |
|
|
-16.29% |
| YTD |
|
|
+148.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.84 |
7.76 |
| 1M High / 1M Low: |
9.65 |
7.76 |
| 6M High / 6M Low: |
10.93 |
3.35 |
| High (YTD): |
2024-03-27 |
10.93 |
| Low (YTD): |
2024-01-25 |
2.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.57 |
| Avg. volume 6M: |
|
2,314.96 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.20% |
| Volatility 6M: |
|
120.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
