DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 9/9/2024 1:35:29 PM |
Chg.+0.200 |
Bid1:53:19 PM |
Ask1:53:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+16.67% |
1.380
Bid Size: 30,000 |
1.400
Ask Size: 30,000 |
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: |
32.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-3.61 |
| Time value: |
1.30 |
| Break-even: |
473.00 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.10 |
| Spread %: |
8.33% |
| Delta: |
0.34 |
| Theta: |
-0.12 |
| Omega: |
11.06 |
| Rho: |
0.37 |
Quote data
| Open: |
1.320 |
| High: |
1.430 |
| Low: |
1.320 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.88% |
| 1 Month |
|
|
+164.15% |
| 3 Months |
|
|
+108.96% |
| YTD |
|
|
+1455.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.200 |
| 1M High / 1M Low: |
2.150 |
0.530 |
| 6M High / 6M Low: |
2.150 |
0.450 |
| High (YTD): |
9/2/2024 |
2.150 |
| Low (YTD): |
1/25/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.974 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.73% |
| Volatility 6M: |
|
239.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
