DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
| 2024-10-04 12:56:56 PM |
Chg.-0.44 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.29EUR |
-4.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.04 |
| Intrinsic value: |
8.80 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.25 |
| Parity: |
8.80 |
| Time value: |
0.91 |
| Break-even: |
417.10 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
1.57% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
3.67 |
| Rho: |
0.54 |
Quote data
| Open: |
9.20 |
| High: |
9.29 |
| Low: |
9.20 |
| Previous Close: |
9.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.15% |
| 1 Month |
|
|
-23.66% |
| 3 Months |
|
|
+12.74% |
| YTD |
|
|
+249.25% |
| 1 Year |
|
|
+318.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.66 |
9.29 |
| 1M High / 1M Low: |
12.17 |
9.29 |
| 6M High / 6M Low: |
13.43 |
6.71 |
| High (YTD): |
2024-09-03 |
13.43 |
| Low (YTD): |
2024-01-25 |
2.50 |
| 52W High: |
2024-09-03 |
13.43 |
| 52W Low: |
2023-10-30 |
1.96 |
| Avg. price 1W: |
|
10.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.93 |
| Avg. volume 1Y: |
|
1.57 |
| Volatility 1M: |
|
71.12% |
| Volatility 6M: |
|
89.65% |
| Volatility 1Y: |
|
124.92% |
| Volatility 3Y: |
|
- |
