DZ Bank Call 340 2FE 20.12.2024
/ DE000DJ2FXT2
DZ Bank Call 340 2FE 20.12.2024/ DE000DJ2FXT2 /
| 2024-10-28 12:04:59 PM |
Chg.+0.440 |
Bid9:59:08 PM |
Ask2024-10-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.520EUR |
+3.97% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2FXT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-10-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.26 |
| Parity: |
7.32 |
| Time value: |
4.39 |
| Break-even: |
457.10 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.47 |
| Spread %: |
4.18% |
| Delta: |
0.74 |
| Theta: |
-1.00 |
| Omega: |
2.61 |
| Rho: |
0.18 |
Quote data
| Open: |
11.690 |
| High: |
11.770 |
| Low: |
11.520 |
| Previous Close: |
11.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.56% |
| 3 Months |
|
|
+40.49% |
| YTD |
|
|
+509.52% |
| 1 Year |
|
|
+253.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.520 |
10.590 |
| 6M High / 6M Low: |
11.520 |
5.320 |
| High (YTD): |
2024-10-28 |
11.520 |
| Low (YTD): |
2024-01-24 |
1.690 |
| 52W High: |
2024-10-28 |
11.520 |
| 52W Low: |
2024-01-24 |
1.690 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.677 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.272 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
34.53% |
| Volatility 6M: |
|
101.17% |
| Volatility 1Y: |
|
147.82% |
| Volatility 3Y: |
|
- |
