DZ Bank Call 340 2FE 21.06.2024
/ DE000DJ2FXL9
DZ Bank Call 340 2FE 21.06.2024/ DE000DJ2FXL9 /
| 2024-05-23 9:51:36 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.97EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2FXL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.24 |
| Parity: |
4.20 |
| Time value: |
0.30 |
| Break-even: |
385.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.45 |
| Omega: |
7.43 |
| Rho: |
0.08 |
Quote data
| Open: |
4.97 |
| High: |
4.97 |
| Low: |
4.97 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.79% |
| 3 Months |
|
|
-4.24% |
| YTD |
|
|
+498.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.03 |
4.06 |
| 6M High / 6M Low: |
7.07 |
0.63 |
| High (YTD): |
2024-03-27 |
7.07 |
| Low (YTD): |
2024-01-25 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.61% |
| Volatility 6M: |
|
319.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
