DZ Bank Call 430 2FE 20.09.2024
/ DE000DQ0Y4N1
DZ Bank Call 430 2FE 20.09.2024/ DE000DQ0Y4N1 /
| 9/5/2024 2:34:50 PM |
Chg.-0.580 |
Bid3:01:45 PM |
Ask3:01:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-40.85% |
0.810
Bid Size: 30,000 |
0.830
Ask Size: 30,000 |
FERRARI N.V. |
430.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DQ0Y4N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.89 |
| Time value: |
0.69 |
| Break-even: |
445.80 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
6.76% |
| Delta: |
0.65 |
| Theta: |
-0.35 |
| Omega: |
18.18 |
| Rho: |
0.11 |
Quote data
| Open: |
1.400 |
| High: |
1.510 |
| Low: |
0.820 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
+154.55% |
| 3 Months |
|
|
+25.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.420 |
| 1M High / 1M Low: |
2.230 |
0.140 |
| 6M High / 6M Low: |
2.230 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
986.43% |
| Volatility 6M: |
|
486.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
