DZ Bank Call 280 2FE 21.06.2024
/ DE000DJ2FXG9
DZ Bank Call 280 2FE 21.06.2024/ DE000DJ2FXG9 /
| 2024-05-23 1:34:56 PM |
Chg.+0.020 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.450EUR |
+0.19% |
-
Bid Size: - |
-
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: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.19 |
| Intrinsic value: |
10.11 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.24 |
| Parity: |
10.11 |
| Time value: |
0.34 |
| Break-even: |
384.50 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
1.16% |
| Delta: |
0.94 |
| Theta: |
-0.22 |
| Omega: |
3.41 |
| Rho: |
0.19 |
Quote data
| Open: |
10.960 |
| High: |
10.960 |
| Low: |
10.360 |
| Previous Close: |
10.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-3.24% |
| 3 Months |
|
|
-3.78% |
| YTD |
|
|
+158.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.610 |
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: |
|
10.495 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.61% |
| Volatility 6M: |
|
131.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
