DZ Bank Call 340 2FE 20.12.2024
/ DE000DJ2FXT2
DZ Bank Call 340 2FE 20.12.2024/ DE000DJ2FXT2 /
| 30/07/2024 10:03:27 |
Chg.+0.15 |
Bid20:56:45 |
Ask20:56:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
+2.72% |
5.51
Bid Size: 10,000 |
5.61
Ask Size: 10,000 |
FERRARI N.V. |
340.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
3.73 |
| Time value: |
1.95 |
| Break-even: |
396.80 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
1.79% |
| Delta: |
0.74 |
| Theta: |
-0.12 |
| Omega: |
4.92 |
| Rho: |
0.87 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
5.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.71% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
-22.65% |
| YTD |
|
|
+208.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.29 |
| 1M High / 1M Low: |
7.05 |
5.29 |
| 6M High / 6M Low: |
8.54 |
2.21 |
| High (YTD): |
27/03/2024 |
8.54 |
| Low (YTD): |
25/01/2024 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.16% |
| Volatility 6M: |
|
169.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
