DZ Bank Call 310 2FE 20.12.2024
/ DE000DJ2H7V1
DZ Bank Call 310 2FE 20.12.2024/ DE000DJ2H7V1 /
| 2024-08-30 9:57:28 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2H7V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-08-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.05 |
| Intrinsic value: |
11.80 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.25 |
| Parity: |
11.80 |
| Time value: |
2.49 |
| Break-even: |
452.90 |
| Moneyness: |
1.38 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.33 |
| Spread %: |
2.36% |
| Delta: |
0.83 |
| Theta: |
-0.31 |
| Omega: |
2.48 |
| Rho: |
0.50 |
Quote data
| Open: |
14.07 |
| High: |
14.07 |
| Low: |
14.07 |
| Previous Close: |
13.52 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.92% |
| 3 Months |
|
|
+53.94% |
| YTD |
|
|
+350.96% |
| 1 Year |
|
|
+600.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.07 |
12.56 |
| 6M High / 6M Low: |
14.07 |
7.60 |
| High (YTD): |
2024-08-30 |
14.07 |
| Low (YTD): |
2024-01-25 |
2.99 |
| 52W High: |
2024-08-30 |
14.07 |
| 52W Low: |
2023-09-25 |
2.01 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.28 |
| Avg. volume 6M: |
|
839.29 |
| Avg. price 1Y: |
|
6.98 |
| Avg. volume 1Y: |
|
1,497.91 |
| Volatility 1M: |
|
37.01% |
| Volatility 6M: |
|
87.59% |
| Volatility 1Y: |
|
112.49% |
| Volatility 3Y: |
|
- |
