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: |
|
- |