DZ Bank Call 260 2FE 21.06.2024
/ DE000DJ2FXF1
DZ Bank Call 260 2FE 21.06.2024/ DE000DJ2FXF1 /
| 5/23/2024 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 |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.98 |
| Intrinsic value: |
11.93 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.24 |
| Parity: |
11.93 |
| Time value: |
0.47 |
| Break-even: |
384.00 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.41 |
| Omega: |
2.83 |
| Rho: |
0.12 |
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 |
|
|
0.00% |
| 1 Month |
|
|
-1.83% |
| 3 Months |
|
|
-4.59% |
| YTD |
|
|
+131.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.59 |
11.56 |
| 6M High / 6M Low: |
14.73 |
5.38 |
| High (YTD): |
3/27/2024 |
14.73 |
| Low (YTD): |
1/23/2024 |
5.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
12.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.44 |
| Avg. volume 6M: |
|
4.07 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.49% |
| Volatility 6M: |
|
106.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
