DZ Bank Call 480 2FE 20.12.2024
/ DE000DJ86BP5
DZ Bank Call 480 2FE 20.12.2024/ DE000DJ86BP5 /
| 04/09/2024 15:38:19 |
Chg.-0.33 |
Bid20:15:10 |
Ask20:15:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-24.81% |
1.02
Bid Size: 10,000 |
1.12
Ask Size: 10,000 |
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: |
37.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-4.00 |
| Time value: |
1.18 |
| Break-even: |
491.80 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
9.26% |
| Delta: |
0.32 |
| Theta: |
-0.12 |
| Omega: |
11.84 |
| Rho: |
0.37 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+156.41% |
| 3 Months |
|
|
+143.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
0.96 |
| 1M High / 1M Low: |
1.33 |
0.29 |
| 6M High / 6M Low: |
1.41 |
0.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
5.43 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.03% |
| Volatility 6M: |
|
226.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
