DZ Bank Call 340 2FE 20.12.2024
/ DE000DJ2FXT2
DZ Bank Call 340 2FE 20.12.2024/ DE000DJ2FXT2 /
| 28/10/2024 09:45:09 |
Chg.- |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/09/2023 |
| Last trading day: |
28/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.88 |
| Intrinsic value: |
7.76 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.26 |
| Parity: |
7.76 |
| Time value: |
3.95 |
| Break-even: |
457.10 |
| Moneyness: |
1.23 |
| Premium: |
0.09 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.47 |
| Spread %: |
4.18% |
| Delta: |
0.75 |
| Theta: |
-0.83 |
| Omega: |
2.68 |
| Rho: |
0.21 |
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): |
28/10/2024 |
11.74 |
| Low (YTD): |
25/01/2024 |
1.67 |
| 52W High: |
28/10/2024 |
11.74 |
| 52W Low: |
25/01/2024 |
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: |
|
- |
