DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
8/16/2024 9:45:55 AM |
Chg.+0.57 |
Bid7:59:04 PM |
Ask7:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.61EUR |
+5.68% |
10.02 Bid Size: 10,000 |
11.02 Ask Size: 10,000 |
FERRARI N.V. |
320.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ2FXS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
9/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.22 |
Intrinsic value: |
9.76 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
9.76 |
Time value: |
0.96 |
Break-even: |
427.20 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
1.00 |
Spread %: |
10.29% |
Delta: |
0.90 |
Theta: |
-0.10 |
Omega: |
3.49 |
Rho: |
0.92 |
Quote data
Open: |
10.61 |
High: |
10.61 |
Low: |
10.61 |
Previous Close: |
10.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.79% |
1 Month |
|
|
+37.97% |
3 Months |
|
|
+31.64% |
YTD |
|
|
+298.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.04 |
7.59 |
1M High / 1M Low: |
10.04 |
6.71 |
6M High / 6M Low: |
10.16 |
6.11 |
High (YTD): |
3/27/2024 |
10.16 |
Low (YTD): |
1/25/2024 |
2.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.01% |
Volatility 6M: |
|
95.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |