DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 2024-07-26 9:08:42 AM |
Chg.+0.010 |
Bid6:14:19 PM |
Ask6:14:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.520
Bid Size: 10,000 |
0.620
Ask Size: 10,000 |
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: |
72.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-8.46 |
| Time value: |
0.52 |
| Break-even: |
465.20 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.10 |
| Spread %: |
23.81% |
| Delta: |
0.16 |
| Theta: |
-0.06 |
| Omega: |
11.67 |
| Rho: |
0.22 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.23% |
| 1 Month |
|
|
-40.26% |
| 3 Months |
|
|
-64.89% |
| YTD |
|
|
+411.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.450 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
1.970 |
0.070 |
| High (YTD): |
2024-03-25 |
1.970 |
| Low (YTD): |
2024-01-25 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.940 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.65% |
| Volatility 6M: |
|
532.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
