DZ Bank Call 410 2FE 20.12.2024
/ DE000DQ0XS14
DZ Bank Call 410 2FE 20.12.2024/ DE000DQ0XS14 /
| 09/09/2024 12:17:55 |
Chg.+0.04 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+1.02% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ0XS1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
26/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.39 |
| Time value: |
2.29 |
| Break-even: |
446.80 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
2.79% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
7.32 |
| Rho: |
0.65 |
Quote data
| Open: |
3.83 |
| High: |
3.97 |
| Low: |
3.83 |
| Previous Close: |
3.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.31% |
| 1 Month |
|
|
+124.29% |
| 3 Months |
|
|
+84.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.18 |
3.93 |
| 1M High / 1M Low: |
5.18 |
1.77 |
| 6M High / 6M Low: |
5.18 |
1.44 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
11.14 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
9.72 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.21% |
| Volatility 6M: |
|
170.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
