DZ Bank Call 340 2FE 20.12.2024
/ DE000DJ2FXT2
DZ Bank Call 340 2FE 20.12.2024/ DE000DJ2FXT2 /
2024-10-28 9:45:09 AM |
Chg.- |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.74EUR |
- |
- 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: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.89 |
Intrinsic value: |
7.76 |
Implied volatility: |
1.42 |
Historic volatility: |
0.26 |
Parity: |
7.76 |
Time value: |
3.95 |
Break-even: |
457.10 |
Moneyness: |
1.23 |
Premium: |
0.09 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.47 |
Spread %: |
4.18% |
Delta: |
0.75 |
Theta: |
-0.79 |
Omega: |
2.68 |
Rho: |
0.22 |
Quote data
Open: |
11.74 |
High: |
11.74 |
Low: |
11.74 |
Previous Close: |
11.26 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+46.57% |
3 Months |
|
|
+97.31% |
YTD |
|
|
+538.04% |
1 Year |
|
|
+333.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
11.74 |
8.01 |
6M High / 6M Low: |
11.74 |
5.16 |
High (YTD): |
2024-10-28 |
11.74 |
Low (YTD): |
2024-01-25 |
1.67 |
52W High: |
2024-10-28 |
11.74 |
52W Low: |
2024-01-25 |
1.67 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
10.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.20 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
80.16% |
Volatility 6M: |
|
93.31% |
Volatility 1Y: |
|
144.26% |
Volatility 3Y: |
|
- |