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DZ Bank Call 340 2FE 20.12.2024/  DE000DJ2FXT2  /

Frankfurt Zert./DZB
27/09/2024  10:35:12 Chg.-0.180 Bid10:46:02 Ask10:46:02 Underlying Strike price Expiration date Option type
9.240EUR -1.91% 9.090
Bid Size: 30,000		 9.120
Ask Size: 30,000		 FERRARI N.V. 340.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ2FXT
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 340.00 EUR
Maturity: 20/12/2024
Issue date: 15/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 8.92
Intrinsic value: 8.61
Implied volatility: 0.46
Historic volatility: 0.25
Parity: 8.61
Time value: 0.89
Break-even: 435.00
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 1.60%
Delta: 0.88
Theta: -0.14
Omega: 3.94
Rho: 0.64
 

Quote data

Open: 9.410
High: 9.700
Low: 9.240
Previous Close: 9.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.82%
1 Month
  -7.78%
3 Months  
+57.41%
YTD  
+388.89%
1 Year  
+651.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.570 8.900
1M High / 1M Low: 11.430 8.040
6M High / 6M Low: 11.430 5.320
High (YTD): 02/09/2024 11.430
Low (YTD): 24/01/2024 1.690
52W High: 02/09/2024 11.430
52W Low: 27/09/2023 1.230
Avg. price 1W:   9.252
Avg. volume 1W:   0.000
Avg. price 1M:   9.568
Avg. volume 1M:   0.000
Avg. price 6M:   7.176
Avg. volume 6M:   0.000
Avg. price 1Y:   5.361
Avg. volume 1Y:   0.000
Volatility 1M:   84.53%
Volatility 6M:   103.24%
Volatility 1Y:   149.32%
Volatility 3Y:   -