DZ Bank Call 450 2FE 20.12.2024
/ DE000DQ1YWX0
DZ Bank Call 450 2FE 20.12.2024/ DE000DQ1YWX0 /
| 10/7/2024 9:35:04 PM |
Chg.-0.090 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-10.84% |
0.770
Bid Size: 1,500 |
0.870
Ask Size: 1,500 |
FERRARI N.V. |
450.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ1YWX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-4.20 |
| Time value: |
0.92 |
| Break-even: |
459.20 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.10 |
| Spread %: |
12.20% |
| Delta: |
0.28 |
| Theta: |
-0.14 |
| Omega: |
12.40 |
| Rho: |
0.21 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.710 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.51% |
| 1 Month |
|
|
-51.63% |
| 3 Months |
|
|
-12.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.760 |
| 1M High / 1M Low: |
1.780 |
0.760 |
| 6M High / 6M Low: |
2.650 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.16% |
| Volatility 6M: |
|
230.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
