DZ Bank Call 460 2FE 20.12.2024/  DE000DJ7N9E0  /

EUWAX
2024-07-29  9:09:11 AM Chg.+0.080 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.540EUR +17.39% -
Bid Size: -
-
Ask Size: -
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: 60.89
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -8.25
Time value: 0.62
Break-even: 466.20
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.71
Spread abs.: 0.10
Spread %: 19.23%
Delta: 0.18
Theta: -0.07
Omega: 10.97
Rho: 0.24
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -12.90%
3 Months
  -63.01%
YTD  
+500.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.940 0.450
6M High / 6M Low: 1.970 0.080
High (YTD): 2024-03-25 1.970
Low (YTD): 2024-01-25 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   0.943
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.72%
Volatility 6M:   532.43%
Volatility 1Y:   -
Volatility 3Y:   -