DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 06/09/2024 09:13:49 |
Chg.-0.29 |
Bid20:08:55 |
Ask20:08:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-17.26% |
1.23
Bid Size: 10,000 |
1.33
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: |
29.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-3.15 |
| Time value: |
1.44 |
| Break-even: |
474.40 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.10 |
| Spread %: |
7.46% |
| Delta: |
0.37 |
| Theta: |
-0.13 |
| Omega: |
10.86 |
| Rho: |
0.41 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.84% |
| 1 Month |
|
|
+87.84% |
| 3 Months |
|
|
+69.51% |
| YTD |
|
|
+1444.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.68 |
| 1M High / 1M Low: |
2.09 |
0.57 |
| 6M High / 6M Low: |
2.09 |
0.45 |
| High (YTD): |
03/09/2024 |
2.09 |
| Low (YTD): |
25/01/2024 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.95% |
| Volatility 6M: |
|
213.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
