DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
2024-06-27 3:04:33 PM |
Chg.-0.350 |
Bid3:15:57 PM |
Ask3:15:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.550EUR |
-4.43% |
7.560 Bid Size: 30,000 |
7.580 Ask Size: 30,000 |
FERRARI N.V. |
320.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.92 |
Intrinsic value: |
7.09 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
7.09 |
Time value: |
0.87 |
Break-even: |
399.60 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
1.27% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
4.46 |
Rho: |
1.33 |
Quote data
Open: |
7.950 |
High: |
8.120 |
Low: |
7.550 |
Previous Close: |
7.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.12% |
1 Month |
|
|
-6.79% |
3 Months |
|
|
-25.91% |
YTD |
|
|
+176.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.740 |
7.900 |
1M High / 1M Low: |
8.740 |
7.040 |
6M High / 6M Low: |
10.190 |
2.540 |
High (YTD): |
2024-03-27 |
10.190 |
Low (YTD): |
2024-01-24 |
2.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.823 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.009 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.72% |
Volatility 6M: |
|
147.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |