DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UB1
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UB1 /
| 05/08/2024 09:08:26 |
Chg.-0.49 |
Bid15:44:56 |
Ask15:44:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
-10.47% |
4.25
Bid Size: 25,000 |
4.27
Ask Size: 25,000 |
FERRARI N.V. |
360.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ26UB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
3.54 |
| Time value: |
2.00 |
| Break-even: |
415.40 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
1.84% |
| Delta: |
0.73 |
| Theta: |
-0.12 |
| Omega: |
5.22 |
| Rho: |
0.88 |
Quote data
| Open: |
4.19 |
| High: |
4.19 |
| Low: |
4.19 |
| Previous Close: |
4.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
-16.37% |
| 3 Months |
|
|
-34.12% |
| YTD |
|
|
+249.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.68 |
3.91 |
| 1M High / 1M Low: |
5.81 |
3.82 |
| 6M High / 6M Low: |
7.08 |
2.78 |
| High (YTD): |
25/03/2024 |
7.08 |
| Low (YTD): |
25/01/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.16% |
| Volatility 6M: |
|
131.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
