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DZ Bank Call 320 2FE 20.12.2024/  DE000DJ2FXS4  /

Frankfurt Zert./DZB
15/10/2024  12:34:50 Chg.-0.140 Bid21:59:30 Ask15/10/2024 Underlying Strike price Expiration date Option type
12.030EUR -1.15% -
Bid Size: -		 -
Ask Size: -		 FERRARI N.V. 320.00 - 20/12/2024 Call
 

Master data

WKN: DJ2FXS
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 20/12/2024
Issue date: 15/09/2023
Last trading day: 15/10/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 11.79
Intrinsic value: 11.60
Implied volatility: 0.61
Historic volatility: 0.25
Parity: 11.60
Time value: 0.68
Break-even: 442.80
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.68
Spread %: 5.86%
Delta: 0.91
Theta: -0.16
Omega: 3.24
Rho: 0.49
 

Quote data

Open: 12.400
High: 12.490
Low: 12.030
Previous Close: 12.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.71%
1 Month  
+16.12%
3 Months  
+43.56%
YTD  
+340.66%
1 Year  
+328.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.170 9.920
1M High / 1M Low: 12.170 9.180
6M High / 6M Low: 13.350 6.880
High (YTD): 02/09/2024 13.350
Low (YTD): 24/01/2024 2.540
52W High: 02/09/2024 13.350
52W Low: 30/10/2023 1.950
Avg. price 1W:   11.100
Avg. volume 1W:   0.000
Avg. price 1M:   10.550
Avg. volume 1M:   0.000
Avg. price 6M:   9.012
Avg. volume 6M:   0.000
Avg. price 1Y:   7.151
Avg. volume 1Y:   0.000
Volatility 1M:   94.60%
Volatility 6M:   91.16%
Volatility 1Y:   125.70%
Volatility 3Y:   -