DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
| 15/10/2024 09:56:55 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.41EUR |
- |
-
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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.87 |
| Intrinsic value: |
9.76 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.26 |
| Parity: |
9.76 |
| Time value: |
2.52 |
| Break-even: |
442.80 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.68 |
| Spread %: |
5.86% |
| Delta: |
0.80 |
| Theta: |
-0.62 |
| Omega: |
2.73 |
| Rho: |
0.24 |
Quote data
| Open: |
12.41 |
| High: |
12.41 |
| Low: |
12.41 |
| Previous Close: |
11.53 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.03% |
| 3 Months |
|
|
+63.50% |
| YTD |
|
|
+366.54% |
| 1 Year |
|
|
+258.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
12.41 |
9.88 |
| 6M High / 6M Low: |
13.43 |
6.71 |
| High (YTD): |
03/09/2024 |
13.43 |
| Low (YTD): |
25/01/2024 |
2.50 |
| 52W High: |
03/09/2024 |
13.43 |
| 52W Low: |
25/01/2024 |
2.50 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.49 |
| Avg. volume 1Y: |
|
1.68 |
| Volatility 1M: |
|
87.13% |
| Volatility 6M: |
|
81.90% |
| Volatility 1Y: |
|
123.09% |
| Volatility 3Y: |
|
- |
