DZ Bank Call 340 2FE 20.12.2024
/ DE000DJ2FXT2
DZ Bank Call 340 2FE 20.12.2024/ DE000DJ2FXT2 /
| 8/2/2024 9:35:23 PM |
Chg.+0.660 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.920EUR |
+10.54% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FXT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.38 |
| Intrinsic value: |
5.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
5.54 |
| Time value: |
1.56 |
| Break-even: |
411.00 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.43% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
4.46 |
| Rho: |
0.94 |
Quote data
| Open: |
6.560 |
| High: |
6.920 |
| Low: |
5.950 |
| Previous Close: |
6.260 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.91% |
| 1 Month |
|
|
+8.46% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
+266.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.920 |
5.470 |
| 1M High / 1M Low: |
7.360 |
5.320 |
| 6M High / 6M Low: |
8.570 |
3.900 |
| High (YTD): |
3/27/2024 |
8.570 |
| Low (YTD): |
1/24/2024 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.01% |
| Volatility 6M: |
|
104.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
