DZ Bank Call 280 2FE 21.06.2024
/ DE000DJ2FXG9
DZ Bank Call 280 2FE 21.06.2024/ DE000DJ2FXG9 /
2024-05-23 11:04:12 AM |
Chg.+0.100 |
Bid11:31:45 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.530EUR |
+0.96% |
10.720 Bid Size: 30,000 |
- Ask Size: - |
FERRARI N.V. |
280.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ2FXG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.58 |
Intrinsic value: |
10.50 |
Implied volatility: |
0.73 |
Historic volatility: |
0.24 |
Parity: |
10.50 |
Time value: |
0.25 |
Break-even: |
387.50 |
Moneyness: |
1.38 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.31 |
Spread %: |
2.97% |
Delta: |
0.95 |
Theta: |
-0.16 |
Omega: |
3.41 |
Rho: |
0.21 |
Quote data
Open: |
10.960 |
High: |
10.960 |
Low: |
10.530 |
Previous Close: |
10.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.95% |
1 Month |
|
|
-11.96% |
3 Months |
|
|
-3.04% |
YTD |
|
|
+160.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.020 |
10.430 |
1M High / 1M Low: |
12.120 |
9.530 |
6M High / 6M Low: |
12.780 |
3.800 |
High (YTD): |
2024-03-27 |
12.780 |
Low (YTD): |
2024-01-05 |
3.800 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.836 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.484 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.68% |
Volatility 6M: |
|
131.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |