DZ Bank Call 360 2FE 20.12.2024
/ DE000DJ26UB1
DZ Bank Call 360 2FE 20.12.2024/ DE000DJ26UB1 /
| 2024-05-27 9:34:51 PM |
Chg.+0.250 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.030EUR |
+5.23% |
5.020
Bid Size: 1,500 |
5.120
Ask Size: 1,500 |
FERRARI N.V. |
360.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ26UB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
2.61 |
| Time value: |
2.29 |
| Break-even: |
409.00 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
2.08% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
5.62 |
| Rho: |
1.28 |
Quote data
| Open: |
5.010 |
| High: |
5.080 |
| Low: |
4.870 |
| Previous Close: |
4.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.29% |
| 1 Month |
|
|
-16.31% |
| 3 Months |
|
|
-9.69% |
| YTD |
|
|
+302.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
4.730 |
| 1M High / 1M Low: |
6.390 |
4.270 |
| 6M High / 6M Low: |
7.060 |
1.060 |
| High (YTD): |
2024-03-27 |
7.060 |
| Low (YTD): |
2024-01-24 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.33% |
| Volatility 6M: |
|
219.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
