DZ Bank Call 430 2FE 20.12.2024
/ DE000DQ0Y4Q4
DZ Bank Call 430 2FE 20.12.2024/ DE000DQ0Y4Q4 /
| 8/30/2024 9:15:28 AM |
Chg.+0.21 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
+6.27% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
430.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.56 |
| Time value: |
2.94 |
| Break-even: |
475.00 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
1.00 |
| Spread %: |
28.57% |
| Delta: |
0.63 |
| Theta: |
-0.17 |
| Omega: |
6.25 |
| Rho: |
0.72 |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.56 |
| Previous Close: |
3.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.34% |
| 1 Month |
|
|
+226.61% |
| 3 Months |
|
|
+194.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
2.72 |
| 1M High / 1M Low: |
3.56 |
0.92 |
| 6M High / 6M Low: |
3.56 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.85% |
| Volatility 6M: |
|
184.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
