DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
6/27/2024 9:09:08 AM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-10.39% |
- Bid Size: - |
- Ask Size: - |
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: |
54.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
-6.91 |
Time value: |
0.72 |
Break-even: |
467.20 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.10 |
Spread %: |
16.13% |
Delta: |
0.21 |
Theta: |
-0.06 |
Omega: |
11.53 |
Rho: |
0.37 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
-20.69% |
3 Months |
|
|
-64.80% |
YTD |
|
|
+666.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.720 |
1M High / 1M Low: |
0.870 |
0.630 |
6M High / 6M Low: |
1.970 |
0.038 |
High (YTD): |
3/25/2024 |
1.970 |
Low (YTD): |
1/25/2024 |
0.038 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.841 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.70% |
Volatility 6M: |
|
550.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |