DZ Bank Call 400 2FE 20.12.2024/  DE000DJ6N1C2  /

Frankfurt Zert./DZB
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
  -4.15%
1 Month
  -5.02%
3 Months
  -42.54%
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:   2.455
Avg. volume 1M:   0.000
Avg. price 6M:   2.740
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.07%
Volatility 6M:   323.60%
Volatility 1Y:   -
Volatility 3Y:   -