DZ Bank Call 480 2FE 20.12.2024
/ DE000DJ86BP5
DZ Bank Call 480 2FE 20.12.2024/ DE000DJ86BP5 /
| 2024-09-24 9:35:08 PM |
Chg.-0.080 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-12.50% |
0.590
Bid Size: 1,500 |
0.690
Ask Size: 1,500 |
FERRARI N.V. |
480.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ86BP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-4.93 |
| Time value: |
0.73 |
| Break-even: |
487.30 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.10 |
| Spread %: |
15.87% |
| Delta: |
0.24 |
| Theta: |
-0.11 |
| Omega: |
14.04 |
| Rho: |
0.23 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.520 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+24.44% |
| 3 Months |
|
|
+19.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.390 |
| 1M High / 1M Low: |
1.350 |
0.380 |
| 6M High / 6M Low: |
1.390 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
15.625 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.35% |
| Volatility 6M: |
|
313.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
