DZ Bank Call 410 2FE 20.12.2024
/ DE000DQ0XS14
DZ Bank Call 410 2FE 20.12.2024/ DE000DQ0XS14 /
| 03/09/2024 09:12:03 |
Chg.+0.07 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
+1.37% |
-
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: |
8.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
3.71 |
| Time value: |
1.76 |
| Break-even: |
464.70 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
1.86% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
6.06 |
| Rho: |
0.82 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
5.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.54% |
| 1 Month |
|
|
+171.20% |
| 3 Months |
|
|
+194.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.18 |
4.37 |
| 1M High / 1M Low: |
5.18 |
1.69 |
| 6M High / 6M Low: |
5.18 |
1.44 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.87 |
| Avg. volume 1W: |
|
23.40 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
10.64 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
9.57 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.11% |
| Volatility 6M: |
|
167.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
