DZ Bank Call 460 2FE 20.09.2024
/ DE000DJ86BM2
DZ Bank Call 460 2FE 20.09.2024/ DE000DJ86BM2 /
29/07/2024 21:34:48 |
Chg.-0.010 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-20.00% |
0.050 Bid Size: 1,500 |
0.200 Ask Size: 1,500 |
FERRARI N.V. |
460.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
188.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-8.25 |
Time value: |
0.20 |
Break-even: |
462.00 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
3.02 |
Spread abs.: |
0.15 |
Spread %: |
300.00% |
Delta: |
0.09 |
Theta: |
-0.08 |
Omega: |
16.79 |
Rho: |
0.05 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.040 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-93.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.010 |
1M High / 1M Low: |
0.240 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,593.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |