DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UB1
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UB1 /
| 2024-06-28 9:35:02 PM |
Chg.-0.120 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
-2.71% |
4.350
Bid Size: 1,500 |
4.450
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.21 |
| Time value: |
2.34 |
| Break-even: |
405.50 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
2.25% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
5.77 |
| Rho: |
1.04 |
Quote data
| Open: |
4.570 |
| High: |
4.570 |
| Low: |
4.280 |
| Previous Close: |
4.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.58% |
| 1 Month |
|
|
+1.17% |
| 3 Months |
|
|
-36.52% |
| YTD |
|
|
+244.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.500 |
4.310 |
| 1M High / 1M Low: |
5.500 |
4.140 |
| 6M High / 6M Low: |
7.060 |
1.060 |
| High (YTD): |
2024-03-27 |
7.060 |
| Low (YTD): |
2024-01-24 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.17% |
| Volatility 6M: |
|
216.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
