DZ Bank Call 300 2FE 20.12.2024
/ DE000DJ2FXR6
DZ Bank Call 300 2FE 20.12.2024/ DE000DJ2FXR6 /
| 8/27/2024 9:45:36 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.52EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FXR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
8/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.04 |
| Intrinsic value: |
12.80 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.25 |
| Parity: |
12.80 |
| Time value: |
0.93 |
| Break-even: |
437.30 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.44% |
| Delta: |
0.90 |
| Theta: |
-0.16 |
| Omega: |
2.82 |
| Rho: |
0.59 |
Quote data
| Open: |
13.52 |
| High: |
13.52 |
| Low: |
13.52 |
| Previous Close: |
13.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.82% |
| 3 Months |
|
|
+34.80% |
| YTD |
|
|
+265.41% |
| 1 Year |
|
|
+468.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
13.61 |
13.52 |
| 6M High / 6M Low: |
13.77 |
8.41 |
| High (YTD): |
8/23/2024 |
13.77 |
| Low (YTD): |
1/25/2024 |
3.56 |
| 52W High: |
8/23/2024 |
13.77 |
| 52W Low: |
9/25/2023 |
2.38 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
80.61% |
| Volatility 1Y: |
|
109.99% |
| Volatility 3Y: |
|
- |
