DZ Bank Call 460 2FE 20.09.2024
/ DE000DJ86BM2
DZ Bank Call 460 2FE 20.09.2024/ DE000DJ86BM2 /
2024-09-03 9:34:49 PM |
Chg.-0.180 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-42.86% |
0.220 Bid Size: 1,500 |
0.320 Ask Size: 1,500 |
FERRARI N.V. |
460.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ86BM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
81.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-1.29 |
Time value: |
0.55 |
Break-even: |
465.50 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.10 |
Spread %: |
22.22% |
Delta: |
0.33 |
Theta: |
-0.29 |
Omega: |
27.02 |
Rho: |
0.07 |
Quote data
Open: |
0.410 |
High: |
0.490 |
Low: |
0.240 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23900.00% |
1 Month |
|
|
+140.00% |
3 Months |
|
|
+33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.001 |
1M High / 1M Low: |
0.420 |
0.001 |
6M High / 6M Low: |
1.200 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.360 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148,904.68% |
Volatility 6M: |
|
58,813.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |