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DZ Bank Call 360 2FE 20.12.2024/  DE000DJ26UC9  /

Frankfurt Zert./DZB
15/11/2024  12:04:42 Chg.-0.260 Bid12:28:26 Ask12:28:26 Underlying Strike price Expiration date Option type
5.840EUR -4.26% 5.830
Bid Size: 30,000		 5.860
Ask Size: 30,000		 FERRARI N.V. 360.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ26UC
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: 6.74
Leverage: Yes

Calculated values

Fair value: 5.92
Intrinsic value: 5.78
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 5.78
Time value: 0.42
Break-even: 422.00
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 2.48%
Delta: 0.89
Theta: -0.18
Omega: 5.99
Rho: 0.30
 

Quote data

Open: 5.590
High: 5.970
Low: 5.590
Previous Close: 6.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.92%
1 Month
  -24.84%
3 Months
  -6.11%
YTD  
+367.20%
1 Year  
+165.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.680 5.480
1M High / 1M Low: 9.540 4.850
6M High / 6M Low: 9.560 3.930
High (YTD): 02/09/2024 9.560
Low (YTD): 24/01/2024 1.060
52W High: 02/09/2024 9.560
52W Low: 24/01/2024 1.060
Avg. price 1W:   6.154
Avg. volume 1W:   0.000
Avg. price 1M:   7.732
Avg. volume 1M:   0.000
Avg. price 6M:   6.123
Avg. volume 6M:   0.000
Avg. price 1Y:   4.984
Avg. volume 1Y:   0.000
Volatility 1M:   181.69%
Volatility 6M:   133.64%
Volatility 1Y:   180.12%
Volatility 3Y:   -