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: |
|
- |
