DZ Bank Call 450 2FE 20.12.2024
/ DE000DQ1YWX0
DZ Bank Call 450 2FE 20.12.2024/ DE000DQ1YWX0 /
| 2024-11-08 5:04:51 PM |
Chg.+0.010 |
Bid5:22:04 PM |
Ask5:22:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 30,000 |
0.440
Ask Size: 30,000 |
FERRARI N.V. |
450.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
83.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-3.23 |
| Time value: |
0.50 |
| Break-even: |
455.00 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.10 |
| Spread %: |
25.00% |
| Delta: |
0.23 |
| Theta: |
-0.15 |
| Omega: |
19.51 |
| Rho: |
0.11 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.310 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.30% |
| 1 Month |
|
|
-59.41% |
| 3 Months |
|
|
-43.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
0.210 |
| 1M High / 1M Low: |
2.230 |
0.210 |
| 6M High / 6M Low: |
2.650 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.47% |
| Volatility 6M: |
|
281.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
