DZ Bank Call 320 2FE 20.12.2024
/ DE000DJ2FXS4
DZ Bank Call 320 2FE 20.12.2024/ DE000DJ2FXS4 /
| 26/07/2024 15:35:48 |
Chg.+0.06 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.92EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.53 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
5.75 |
| Time value: |
1.66 |
| Break-even: |
394.10 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.37% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
4.07 |
| Rho: |
0.91 |
Quote data
| Open: |
7.15 |
| High: |
7.15 |
| Low: |
6.92 |
| Previous Close: |
6.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.07% |
| 1 Month |
|
|
-8.71% |
| 3 Months |
|
|
-18.87% |
| YTD |
|
|
+160.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.95 |
6.86 |
| 1M High / 1M Low: |
8.76 |
6.86 |
| 6M High / 6M Low: |
10.16 |
3.05 |
| High (YTD): |
27/03/2024 |
10.16 |
| Low (YTD): |
25/01/2024 |
2.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.93% |
| Volatility 6M: |
|
141.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
