DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UB1
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UB1 /
| 11/11/2024 12:27:11 PM |
Chg.- |
Bid3:20:20 PM |
Ask3:20:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.83EUR |
- |
6.11
Bid Size: 25,000 |
6.14
Ask Size: 25,000 |
FERRARI N.V. |
360.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.74 |
| Intrinsic value: |
6.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
6.60 |
| Time value: |
0.22 |
| Break-even: |
428.20 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
2.25% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
5.92 |
| Rho: |
0.35 |
Quote data
| Open: |
6.72 |
| High: |
6.83 |
| Low: |
6.72 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.71% |
| 1 Month |
|
|
+10.52% |
| 3 Months |
|
|
+50.44% |
| YTD |
|
|
+469.17% |
| 1 Year |
|
|
+252.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.20 |
5.33 |
| 1M High / 1M Low: |
9.89 |
5.33 |
| 6M High / 6M Low: |
9.89 |
3.82 |
| High (YTD): |
10/29/2024 |
9.89 |
| Low (YTD): |
1/25/2024 |
1.05 |
| 52W High: |
10/29/2024 |
9.89 |
| 52W Low: |
1/25/2024 |
1.05 |
| Avg. price 1W: |
|
6.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
166.03% |
| Volatility 6M: |
|
124.99% |
| Volatility 1Y: |
|
169.66% |
| Volatility 3Y: |
|
- |
