DZ Bank Call 290 2FE 20.12.2024
/ DE000DJ2FXQ8
DZ Bank Call 290 2FE 20.12.2024/ DE000DJ2FXQ8 /
| 2024-05-27 12:36:19 PM |
Chg.-0.05 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.48EUR |
-0.47% |
10.71
Bid Size: 10,000 |
10.86
Ask Size: 10,000 |
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: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.34 |
| Intrinsic value: |
9.61 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
9.61 |
| Time value: |
0.94 |
| Break-even: |
395.50 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
1.44% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
3.39 |
| Rho: |
1.43 |
Quote data
| Open: |
10.48 |
| High: |
10.48 |
| Low: |
10.48 |
| Previous Close: |
10.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-5.42% |
| 3 Months |
|
|
-6.01% |
| YTD |
|
|
+141.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.88 |
10.49 |
| 1M High / 1M Low: |
12.57 |
9.64 |
| 6M High / 6M Low: |
12.76 |
4.20 |
| High (YTD): |
2024-03-27 |
12.76 |
| Low (YTD): |
2024-01-25 |
4.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.35% |
| Volatility 6M: |
|
115.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
