DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 30/07/2024 09:07:59 |
Chg.-0.020 |
Bid20:33:02 |
Ask20:33:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-3.70% |
0.460
Bid Size: 10,000 |
0.560
Ask Size: 10,000 |
FERRARI N.V. |
460.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-8.27 |
| Time value: |
0.60 |
| Break-even: |
466.00 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.10 |
| Spread %: |
20.00% |
| Delta: |
0.18 |
| Theta: |
-0.07 |
| Omega: |
11.11 |
| Rho: |
0.24 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.46% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
-63.38% |
| YTD |
|
|
+477.78% |
| 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 |
0.100 |
| High (YTD): |
25/03/2024 |
1.970 |
| Low (YTD): |
25/01/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.25% |
| Volatility 6M: |
|
531.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
