DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 6/24/2024 9:35:09 PM |
Chg.+0.080 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+11.76% |
0.760
Bid Size: 1,500 |
0.860
Ask Size: 1,500 |
FERRARI N.V. |
460.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ7N9E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-7.51 |
| Time value: |
0.80 |
| Break-even: |
468.00 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.10 |
| Spread %: |
14.29% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
10.41 |
| Rho: |
0.37 |
Quote data
| Open: |
0.750 |
| High: |
0.830 |
| Low: |
0.740 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
-57.30% |
| YTD |
|
|
+744.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
1.910 |
0.040 |
| High (YTD): |
3/27/2024 |
1.910 |
| Low (YTD): |
1/25/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.95% |
| Volatility 6M: |
|
708.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
