DZ Bank Call 480 2FE 20.12.2024
/ DE000DJ86BP5
DZ Bank Call 480 2FE 20.12.2024/ DE000DJ86BP5 /
| 09/10/2024 18:04:59 |
Chg.-0.010 |
Bid18:30:02 |
Ask18:30:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.360
Bid Size: 12,000 |
0.460
Ask Size: 12,000 |
FERRARI N.V. |
480.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ86BP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
82.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-6.14 |
| Time value: |
0.51 |
| Break-even: |
485.10 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.10 |
| Spread %: |
24.39% |
| Delta: |
0.18 |
| Theta: |
-0.11 |
| Omega: |
14.76 |
| Rho: |
0.14 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-51.95% |
| 3 Months |
|
|
-24.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.250 |
| 1M High / 1M Low: |
0.820 |
0.250 |
| 6M High / 6M Low: |
1.350 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
7.692 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.79% |
| Volatility 6M: |
|
325.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
