DZ Bank Call 430 2FE 20.09.2024
/ DE000DQ0Y4N1
DZ Bank Call 430 2FE 20.09.2024/ DE000DQ0Y4N1 /
| 03/09/2024 09:16:05 |
Chg.+0.12 |
Bid21:16:33 |
Ask21:16:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+5.97% |
1.73
Bid Size: 10,000 |
1.83
Ask Size: 10,000 |
FERRARI N.V. |
430.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
27/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.71 |
| Time value: |
0.69 |
| Break-even: |
454.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
4.35% |
| Delta: |
0.72 |
| Theta: |
-0.37 |
| Omega: |
13.37 |
| Rho: |
0.14 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+99.07% |
| 1 Month |
|
|
+610.00% |
| 3 Months |
|
|
+273.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.07 |
| 1M High / 1M Low: |
2.01 |
0.17 |
| 6M High / 6M Low: |
2.15 |
0.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.61% |
| Volatility 6M: |
|
301.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
