DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
| 2024-06-27 9:54:44 AM |
Chg.-0.40 |
Bid2:52:46 PM |
Ask2:52:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.18EUR |
-4.66% |
7.54
Bid Size: 25,000 |
7.56
Ask Size: 25,000 |
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: |
8.18 |
| High: |
8.18 |
| Low: |
8.18 |
| Previous Close: |
8.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.89% |
| 1 Month |
|
|
+3.81% |
| 3 Months |
|
|
-19.49% |
| YTD |
|
|
+207.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.58 |
7.95 |
| 1M High / 1M Low: |
8.58 |
7.09 |
| 6M High / 6M Low: |
10.16 |
2.50 |
| High (YTD): |
2024-03-27 |
10.16 |
| Low (YTD): |
2024-01-25 |
2.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.82% |
| Volatility 6M: |
|
145.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
