DZ Bank Call 450 2FE 20.12.2024
/ DE000DQ1YWX0
DZ Bank Call 450 2FE 20.12.2024/ DE000DQ1YWX0 /
| 06/09/2024 09:04:30 |
Chg.-0.40 |
Bid11:37:21 |
Ask11:37:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-18.60% |
1.77
Bid Size: 25,000 |
1.79
Ask Size: 25,000 |
FERRARI N.V. |
450.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-2.15 |
| Time value: |
1.83 |
| Break-even: |
468.30 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.10 |
| Spread %: |
5.78% |
| Delta: |
0.43 |
| Theta: |
-0.13 |
| Omega: |
9.98 |
| Rho: |
0.47 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.69% |
| 1 Month |
|
|
+101.15% |
| 3 Months |
|
|
+73.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.15 |
| 1M High / 1M Low: |
2.60 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
