DZ Bank Call 290 2FE 21.06.2024
/ DE000DJ2FXH7
DZ Bank Call 290 2FE 21.06.2024/ DE000DJ2FXH7 /
2024-05-23 1:34:56 PM |
Chg.+0.030 |
Bid9:59:17 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.460EUR |
+0.32% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
290.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ2FXH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-05-24 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.99 |
Intrinsic value: |
8.93 |
Implied volatility: |
0.97 |
Historic volatility: |
0.24 |
Parity: |
8.93 |
Time value: |
0.49 |
Break-even: |
384.20 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.90 |
Theta: |
-0.39 |
Omega: |
3.64 |
Rho: |
0.14 |
Quote data
Open: |
9.970 |
High: |
9.970 |
Low: |
9.370 |
Previous Close: |
9.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-11.75% |
3 Months |
|
|
-9.56% |
YTD |
|
|
+184.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
11.140 |
8.550 |
6M High / 6M Low: |
11.800 |
3.070 |
High (YTD): |
2024-03-27 |
11.800 |
Low (YTD): |
2024-01-24 |
3.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
9.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.723 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.54% |
Volatility 6M: |
|
152.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |