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: |
|
- |