DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 2024-11-11 9:09:42 AM |
Chg.+0.080 |
Bid10:06:32 AM |
Ask10:06:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+36.36% |
0.300
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
FERRARI N.V. |
460.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
109.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-4.24 |
| Time value: |
0.38 |
| Break-even: |
463.80 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.10 |
| Spread %: |
35.71% |
| Delta: |
0.18 |
| Theta: |
-0.14 |
| Omega: |
19.83 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.58% |
| 1 Month |
|
|
-49.15% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
+233.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.190 |
| 1M High / 1M Low: |
1.930 |
0.190 |
| 6M High / 6M Low: |
2.090 |
0.190 |
| High (YTD): |
2024-09-03 |
2.090 |
| Low (YTD): |
2024-01-25 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.687 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.943 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.18% |
| Volatility 6M: |
|
282.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
