DZ Bank Call 450 2FE 20.12.2024/  DE000DQ1YWX0  /

EUWAX
11/8/2024  12:30:18 PM Chg.+0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -
-
Ask Size: -
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: 73.26
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -3.24
Time value: 0.57
Break-even: 455.70
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.18
Spread abs.: 0.10
Spread %: 21.28%
Delta: 0.25
Theta: -0.16
Omega: 18.12
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.340
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.98%
1 Month
  -62.07%
3 Months
  -54.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 0.290
1M High / 1M Low: 2.500 0.290
6M High / 6M Low: 2.600 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.998
Avg. volume 1W:   0.000
Avg. price 1M:   1.639
Avg. volume 1M:   0.000
Avg. price 6M:   1.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.69%
Volatility 6M:   262.38%
Volatility 1Y:   -
Volatility 3Y:   -