DZ Bank Call 430 2FE 20.12.2024
/ DE000DQ0Y4Q4
DZ Bank Call 430 2FE 20.12.2024/ DE000DQ0Y4Q4 /
| 2024-11-12 9:35:10 PM |
Chg.-0.490 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-43.36% |
0.630
Bid Size: 1,500 |
0.730
Ask Size: 1,500 |
FERRARI N.V. |
430.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0Y4Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
-0.40 |
| Time value: |
1.22 |
| Break-even: |
442.20 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
8.93% |
| Delta: |
0.48 |
| Theta: |
-0.19 |
| Omega: |
16.93 |
| Rho: |
0.20 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.640 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-70.37% |
| 3 Months |
|
|
-43.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.580 |
| 1M High / 1M Low: |
3.500 |
0.580 |
| 6M High / 6M Low: |
3.870 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.815 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.97% |
| Volatility 6M: |
|
244.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
