DZ Bank Call 410 2FE 20.09.2024
/ DE000DQ0XSZ7
DZ Bank Call 410 2FE 20.09.2024/ DE000DQ0XSZ7 /
| 9/2/2024 8:04:27 PM |
Chg.+0.620 |
Bid9/2/2024 |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.010EUR |
+18.29% |
4.010
Bid Size: 12,000 |
4.160
Ask Size: 12,000 |
FERRARI N.V. |
410.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DQ0XSZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.25 |
| Parity: |
3.56 |
| Time value: |
1.09 |
| Break-even: |
456.50 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
1.00 |
| Spread %: |
27.40% |
| Delta: |
0.75 |
| Theta: |
-0.59 |
| Omega: |
7.18 |
| Rho: |
0.14 |
Quote data
| Open: |
3.890 |
| High: |
4.020 |
| Low: |
3.530 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.54% |
| 1 Month |
|
|
+267.89% |
| 3 Months |
|
|
+313.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
2.030 |
| 1M High / 1M Low: |
3.390 |
0.470 |
| 6M High / 6M Low: |
3.390 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
565.87% |
| Volatility 6M: |
|
312.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
