DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UC9
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UC9 /
| 8/2/2024 9:34:58 PM |
Chg.+0.630 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.360EUR |
+13.32% |
5.440
Bid Size: 1,500 |
5.540
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.84 |
| Time value: |
2.10 |
| Break-even: |
409.40 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
2.07% |
| Delta: |
0.71 |
| Theta: |
-0.12 |
| Omega: |
5.57 |
| Rho: |
0.87 |
Quote data
| Open: |
4.990 |
| High: |
5.360 |
| Low: |
4.470 |
| Previous Close: |
4.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.53% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
-16.12% |
| YTD |
|
|
+328.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.360 |
4.060 |
| 1M High / 1M Low: |
5.760 |
3.930 |
| 6M High / 6M Low: |
7.060 |
2.830 |
| High (YTD): |
3/27/2024 |
7.060 |
| Low (YTD): |
1/24/2024 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.96% |
| Volatility 6M: |
|
120.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
