DZ Bank Call 290 2FE 21.06.2024
/ DE000DJ2FXH7
DZ Bank Call 290 2FE 21.06.2024/ DE000DJ2FXH7 /
| 2024-04-30 9:52:22 AM |
Chg.-0.13 |
Bid12:29:57 PM |
Ask12:29:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.56EUR |
-1.22% |
10.19
Bid Size: 25,000 |
10.22
Ask Size: 25,000 |
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: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.22 |
| Intrinsic value: |
10.06 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.24 |
| Parity: |
10.06 |
| Time value: |
0.71 |
| Break-even: |
397.70 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
1.41% |
| Delta: |
0.90 |
| Theta: |
-0.20 |
| Omega: |
3.26 |
| Rho: |
0.35 |
Quote data
| Open: |
10.56 |
| High: |
10.56 |
| Low: |
10.56 |
| Previous Close: |
10.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.81% |
| 1 Month |
|
|
-9.51% |
| 3 Months |
|
|
+150.83% |
| YTD |
|
|
+223.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.96 |
9.98 |
| 1M High / 1M Low: |
11.36 |
9.28 |
| 6M High / 6M Low: |
11.79 |
2.20 |
| High (YTD): |
2024-03-27 |
11.79 |
| Low (YTD): |
2024-01-25 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.62% |
| Volatility 6M: |
|
151.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
