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DZ Bank Call 320 2FE 20.12.2024/  DE000DJ2FXS4  /

Frankfurt Zert./DZB
13/09/2024  21:34:58 Chg.-0.350 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
10.960EUR -3.09% 10.920
Bid Size: 1,500		 11.070
Ask Size: 1,500		 FERRARI N.V. 320.00 EUR 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 EUR
Maturity: 20/12/2024
Issue date: 15/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.84
Leverage: Yes

Calculated values

Fair value: 10.86
Intrinsic value: 10.55
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 10.55
Time value: 0.52
Break-even: 430.70
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 1.37%
Delta: 0.94
Theta: -0.08
Omega: 3.62
Rho: 0.77
 

Quote data

Open: 11.180
High: 11.260
Low: 10.910
Previous Close: 11.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month  
+12.41%
3 Months  
+46.33%
YTD  
+301.47%
1 Year  
+372.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.510 10.940
1M High / 1M Low: 13.350 9.750
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: 26/09/2023 1.680
Avg. price 1W:   11.216
Avg. volume 1W:   0.000
Avg. price 1M:   11.400
Avg. volume 1M:   0.000
Avg. price 6M:   8.750
Avg. volume 6M:   0.000
Avg. price 1Y:   6.443
Avg. volume 1Y:   0.000
Volatility 1M:   64.37%
Volatility 6M:   86.98%
Volatility 1Y:   128.38%
Volatility 3Y:   -