DZ Bank Call 300 2FE 21.06.2024
/ DE000DJ2FXJ3
DZ Bank Call 300 2FE 21.06.2024/ DE000DJ2FXJ3 /
| 2024-05-23 9:51:36 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2FXJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.42 |
| Intrinsic value: |
8.39 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.24 |
| Parity: |
8.39 |
| Time value: |
0.04 |
| Break-even: |
384.30 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.09 |
| Omega: |
4.51 |
| Rho: |
0.07 |
Quote data
| Open: |
8.91 |
| High: |
8.91 |
| Low: |
8.91 |
| Previous Close: |
8.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.93% |
| 3 Months |
|
|
+7.35% |
| YTD |
|
|
+240.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.95 |
7.90 |
| 6M High / 6M Low: |
10.82 |
2.35 |
| High (YTD): |
2024-03-27 |
10.82 |
| Low (YTD): |
2024-01-25 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.39% |
| Volatility 6M: |
|
175.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
