DZ Bank Call 340 2FE 20.12.2024/  DE000DJ2FXT2  /

EUWAX
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: 3.64
Leverage: Yes

Calculated values

Fair value: 8.71
Intrinsic value: 8.60
Implied volatility: 1.32
Historic volatility: 0.26
Parity: 8.60
Time value: 3.11
Break-even: 457.10
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 0.97
Spread abs.: 0.47
Spread %: 4.18%
Delta: 0.77
Theta: -0.74
Omega: 2.81
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  
+35.88%
3 Months  
+88.14%
YTD  
+538.04%
1 Year  
+333.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 11.74 9.61
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:   10.65
Avg. volume 1M:   0.00
Avg. price 6M:   7.64
Avg. volume 6M:   0.00
Avg. price 1Y:   6.21
Avg. volume 1Y:   0.00
Volatility 1M:   71.68%
Volatility 6M:   93.57%
Volatility 1Y:   144.53%
Volatility 3Y:   -