DZ Bank Call 300 2FE 21.06.2024
/ DE000DJ2FXJ3
DZ Bank Call 300 2FE 21.06.2024/ DE000DJ2FXJ3 /
| 2024-05-21 7:04:57 PM |
Chg.+0.070 |
Bid7:15:17 PM |
Ask7:15:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.580EUR |
+0.82% |
8.590
Bid Size: 12,000 |
8.740
Ask Size: 12,000 |
FERRARI N.V. |
300.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2FXJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.60 |
| Intrinsic value: |
8.50 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
8.50 |
| Time value: |
0.13 |
| Break-even: |
386.30 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
1.77% |
| Delta: |
0.98 |
| Theta: |
-0.07 |
| Omega: |
4.38 |
| Rho: |
0.25 |
Quote data
| Open: |
8.530 |
| High: |
8.600 |
| Low: |
8.260 |
| Previous Close: |
8.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
+0.82% |
| 3 Months |
|
|
+12.45% |
| YTD |
|
|
+221.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.040 |
8.180 |
| 1M High / 1M Low: |
10.160 |
7.570 |
| 6M High / 6M Low: |
10.840 |
2.400 |
| High (YTD): |
2024-03-27 |
10.840 |
| Low (YTD): |
2024-01-24 |
2.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.99% |
| Volatility 6M: |
|
171.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
