DZ Bank Call 430 2FE 20.12.2024
/ DE000DQ0Y4Q4
DZ Bank Call 430 2FE 20.12.2024/ DE000DQ0Y4Q4 /
| 7/5/2024 12:55:30 PM |
Chg.+0.01 |
Bid2:46:10 PM |
Ask2:46:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+0.68% |
1.48
Bid Size: 25,000 |
1.50
Ask Size: 25,000 |
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: |
25.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-3.65 |
| Time value: |
1.56 |
| Break-even: |
445.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
6.85% |
| Delta: |
0.37 |
| Theta: |
-0.09 |
| Omega: |
9.31 |
| Rho: |
0.60 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.27% |
| 1 Month |
|
|
+19.20% |
| 3 Months |
|
|
-21.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.04 |
| 1M High / 1M Low: |
1.59 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
