DZ Bank Call 280 2FE 20.12.2024
/ DE000DJ2FXP0
DZ Bank Call 280 2FE 20.12.2024/ DE000DJ2FXP0 /
| 2024-05-27 9:34:53 PM |
Chg.+0.340 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.610EUR |
+3.02% |
11.610
Bid Size: 1,500 |
11.760
Ask Size: 1,500 |
FERRARI N.V. |
280.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2FXP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.28 |
| Intrinsic value: |
10.61 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
10.61 |
| Time value: |
0.84 |
| Break-even: |
394.50 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
1.33% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
3.18 |
| Rho: |
1.42 |
Quote data
| Open: |
11.590 |
| High: |
11.690 |
| Low: |
11.380 |
| Previous Close: |
11.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.29% |
| 1 Month |
|
|
-7.34% |
| 3 Months |
|
|
-3.25% |
| YTD |
|
|
+128.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.490 |
11.180 |
| 1M High / 1M Low: |
12.970 |
10.480 |
| 6M High / 6M Low: |
13.660 |
4.870 |
| High (YTD): |
2024-03-27 |
13.660 |
| Low (YTD): |
2024-01-05 |
4.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.82% |
| Volatility 6M: |
|
105.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
