DZ Bank Call 260 2FE 21.06.2024
/ DE000DJ2FXF1
DZ Bank Call 260 2FE 21.06.2024/ DE000DJ2FXF1 /
2024-05-23 9:51:36 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.89EUR |
- |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
260.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ2FXF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.19 |
Intrinsic value: |
12.11 |
Implied volatility: |
0.94 |
Historic volatility: |
0.24 |
Parity: |
12.11 |
Time value: |
0.33 |
Break-even: |
384.40 |
Moneyness: |
1.47 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.12 |
Spread %: |
0.97% |
Delta: |
0.95 |
Theta: |
-0.22 |
Omega: |
2.90 |
Rho: |
0.18 |
Quote data
Open: |
12.89 |
High: |
12.89 |
Low: |
12.89 |
Previous Close: |
12.52 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+0.31% |
1 Month |
|
|
-6.25% |
3 Months |
|
|
+1.02% |
YTD |
|
|
+131.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.92 |
12.52 |
1M High / 1M Low: |
14.59 |
11.56 |
6M High / 6M Low: |
14.73 |
5.38 |
High (YTD): |
2024-03-27 |
14.73 |
Low (YTD): |
2024-01-23 |
5.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.34 |
Avg. volume 6M: |
|
3.90 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.85% |
Volatility 6M: |
|
105.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |