DZ Bank Call 400 2FE 20.12.2024
/ DE000DJ6N1C2
DZ Bank Call 400 2FE 20.12.2024/ DE000DJ6N1C2 /
| 2024-07-26 9:34:51 PM |
Chg.+0.210 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+11.23% |
2.080
Bid Size: 1,500 |
2.180
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ6N1C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.25 |
| Time value: |
2.18 |
| Break-even: |
421.80 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
4.81% |
| Delta: |
0.45 |
| Theta: |
-0.11 |
| Omega: |
7.75 |
| Rho: |
0.59 |
Quote data
| Open: |
1.800 |
| High: |
2.140 |
| Low: |
1.800 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.47% |
| 1 Month |
|
|
-1.42% |
| 3 Months |
|
|
-40.91% |
| YTD |
|
|
+324.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
1.870 |
| 1M High / 1M Low: |
3.110 |
1.870 |
| 6M High / 6M Low: |
4.480 |
0.530 |
| High (YTD): |
2024-03-27 |
4.480 |
| Low (YTD): |
2024-01-24 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.20% |
| Volatility 6M: |
|
323.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
