DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 11/15/2024 9:34:52 PM |
Chg.-0.090 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-50.00% |
0.090
Bid Size: 1,500 |
0.190
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: |
154.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-4.22 |
| Time value: |
0.27 |
| Break-even: |
462.70 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.10 |
| Spread %: |
58.82% |
| Delta: |
0.15 |
| Theta: |
-0.13 |
| Omega: |
23.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.090 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.86% |
| 1 Month |
|
|
-91.35% |
| 3 Months |
|
|
-85.48% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.120 |
| 1M High / 1M Low: |
1.710 |
0.120 |
| 6M High / 6M Low: |
2.150 |
0.120 |
| High (YTD): |
9/2/2024 |
2.150 |
| Low (YTD): |
1/25/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.00% |
| Volatility 6M: |
|
318.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
