DZ Bank Call 460 2FE 20.12.2024
/ DE000DJ7N9E0
DZ Bank Call 460 2FE 20.12.2024/ DE000DJ7N9E0 /
| 05/07/2024 15:49:32 |
Chg.-0.020 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
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: |
49.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-7.28 |
| Time value: |
0.78 |
| Break-even: |
467.80 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.10 |
| Spread %: |
14.71% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
10.71 |
| Rho: |
0.35 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
+700.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.530 |
| 1M High / 1M Low: |
0.810 |
0.530 |
| 6M High / 6M Low: |
1.970 |
0.038 |
| High (YTD): |
25/03/2024 |
1.970 |
| Low (YTD): |
25/01/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.873 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.79% |
| Volatility 6M: |
|
551.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
