DZ Bank Call 480 2FE 20.12.2024
/ DE000DJ86BP5
DZ Bank Call 480 2FE 20.12.2024/ DE000DJ86BP5 /
| 9/26/2024 9:06:32 AM |
Chg.+0.100 |
Bid9:36:32 AM |
Ask9:36:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+16.13% |
0.750
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
FERRARI N.V. |
480.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-5.20 |
| Time value: |
0.69 |
| Break-even: |
486.90 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.10 |
| Spread %: |
16.95% |
| Delta: |
0.23 |
| Theta: |
-0.11 |
| Omega: |
14.05 |
| Rho: |
0.21 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.19% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.470 |
| 1M High / 1M Low: |
1.330 |
0.470 |
| 6M High / 6M Low: |
1.410 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.01% |
| Volatility 6M: |
|
246.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
