DZ Bank Call 290 2FE 20.12.2024
/ DE000DJ2FXQ8
DZ Bank Call 290 2FE 20.12.2024/ DE000DJ2FXQ8 /
| 2024-06-24 9:34:45 PM |
Chg.+0.560 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.100EUR |
+5.31% |
11.110
Bid Size: 1,500 |
11.260
Ask Size: 1,500 |
FERRARI N.V. |
290.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2FXQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.08 |
| Intrinsic value: |
9.49 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
9.49 |
| Time value: |
1.30 |
| Break-even: |
397.90 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
1.41% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
3.13 |
| Rho: |
1.13 |
Quote data
| Open: |
10.760 |
| High: |
11.240 |
| Low: |
10.760 |
| Previous Close: |
10.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.87% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
-9.90% |
| YTD |
|
|
+151.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.050 |
10.430 |
| 1M High / 1M Low: |
11.320 |
9.600 |
| 6M High / 6M Low: |
12.770 |
4.200 |
| High (YTD): |
2024-03-27 |
12.770 |
| Low (YTD): |
2024-01-05 |
4.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.22% |
| Volatility 6M: |
|
113.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
