DZ Bank Call 410 2FE 20.12.2024
/ DE000DQ0XS14
DZ Bank Call 410 2FE 20.12.2024/ DE000DQ0XS14 /
| 11/8/2024 9:35:02 PM |
Chg.+0.280 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
+13.93% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
0.76 |
| Time value: |
1.62 |
| Break-even: |
433.80 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
4.39% |
| Delta: |
0.60 |
| Theta: |
-0.25 |
| Omega: |
10.49 |
| Rho: |
0.25 |
Quote data
| Open: |
1.900 |
| High: |
2.390 |
| Low: |
1.680 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.95% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
+31.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
1.310 |
| 1M High / 1M Low: |
5.040 |
1.310 |
| 6M High / 6M Low: |
5.300 |
1.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.86% |
| Volatility 6M: |
|
207.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
