DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UC9
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UC9 /
10/9/2024 10:34:39 AM |
Chg.-0.120 |
Bid10:59:47 AM |
Ask10:59:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.490EUR |
-1.82% |
6.440 Bid Size: 30,000 |
6.460 Ask Size: 30,000 |
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: |
6.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.25 |
Intrinsic value: |
5.86 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
5.86 |
Time value: |
1.05 |
Break-even: |
429.10 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.10 |
Spread %: |
1.47% |
Delta: |
0.82 |
Theta: |
-0.17 |
Omega: |
4.99 |
Rho: |
0.54 |
Quote data
Open: |
6.540 |
High: |
6.750 |
Low: |
6.490 |
Previous Close: |
6.610 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.46% |
1 Month |
|
|
-16.04% |
3 Months |
|
|
+21.54% |
YTD |
|
|
+419.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.610 |
5.680 |
1M High / 1M Low: |
7.880 |
5.680 |
6M High / 6M Low: |
9.560 |
3.930 |
High (YTD): |
9/2/2024 |
9.560 |
Low (YTD): |
1/24/2024 |
1.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.958 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.671 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.97% |
Volatility 6M: |
|
122.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |