DZ Bank Call 430 2FE 20.12.2024
/ DE000DQ0Y4Q4
DZ Bank Call 430 2FE 20.12.2024/ DE000DQ0Y4Q4 /
| 06/09/2024 09:04:52 |
Chg.-0.51 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
430.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
27/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.61 |
| Time value: |
2.53 |
| Break-even: |
455.30 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
4.12% |
| Delta: |
0.52 |
| Theta: |
-0.14 |
| Omega: |
8.71 |
| Rho: |
0.56 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
3.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.60% |
| 1 Month |
|
|
+156.60% |
| 3 Months |
|
|
+86.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
2.72 |
| 1M High / 1M Low: |
3.79 |
1.06 |
| 6M High / 6M Low: |
3.79 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.17% |
| Volatility 6M: |
|
184.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
