DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UB1
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UB1 /
| 2024-10-07 12:38:30 PM |
Chg.-0.02 |
Bid6:29:11 PM |
Ask6:29:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.78EUR |
-0.34% |
5.88
Bid Size: 10,000 |
5.98
Ask Size: 10,000 |
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: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
4.80 |
| Time value: |
1.29 |
| Break-even: |
420.90 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
1.67% |
| Delta: |
0.78 |
| Theta: |
-0.18 |
| Omega: |
5.26 |
| Rho: |
0.53 |
Quote data
| Open: |
5.92 |
| High: |
5.92 |
| Low: |
5.78 |
| Previous Close: |
5.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.59% |
| 1 Month |
|
|
-26.93% |
| 3 Months |
|
|
+15.37% |
| YTD |
|
|
+381.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.94 |
5.80 |
| 1M High / 1M Low: |
7.99 |
5.80 |
| 6M High / 6M Low: |
9.44 |
3.82 |
| High (YTD): |
2024-09-03 |
9.44 |
| Low (YTD): |
2024-01-25 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.24% |
| Volatility 6M: |
|
120.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
