DZ Bank Call 290 2FE 21.06.2024
/ DE000DJ2FXH7
DZ Bank Call 290 2FE 21.06.2024/ DE000DJ2FXH7 /
| 5/20/2024 9:53:00 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.94EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
290.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ2FXH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.90 |
| Intrinsic value: |
9.80 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.25 |
| Parity: |
9.80 |
| Time value: |
0.32 |
| Break-even: |
391.20 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
1.50% |
| Delta: |
0.94 |
| Theta: |
-0.18 |
| Omega: |
3.60 |
| Rho: |
0.23 |
Quote data
| Open: |
9.94 |
| High: |
9.94 |
| Low: |
9.94 |
| Previous Close: |
9.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.94% |
| 1 Month |
|
|
+3.22% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+204.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.94 |
8.96 |
| 1M High / 1M Low: |
11.63 |
8.59 |
| 6M High / 6M Low: |
11.79 |
3.01 |
| High (YTD): |
3/27/2024 |
11.79 |
| Low (YTD): |
1/25/2024 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.38% |
| Volatility 6M: |
|
147.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
