DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
| 2024-07-05 9:34:53 PM |
Chg.-0.360 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.040EUR |
-4.29% |
8.080
Bid Size: 1,500 |
8.180
Ask Size: 1,500 |
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: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.53 |
| Intrinsic value: |
6.72 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
6.72 |
| Time value: |
1.46 |
| Break-even: |
401.80 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.24% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
3.95 |
| Rho: |
1.10 |
Quote data
| Open: |
8.390 |
| High: |
8.540 |
| Low: |
7.840 |
| Previous Close: |
8.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.39% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-3.48% |
| YTD |
|
|
+194.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.400 |
7.430 |
| 1M High / 1M Low: |
8.740 |
7.350 |
| 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: |
|
7.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.36% |
| Volatility 6M: |
|
146.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
