DZ Bank Call 520 2FE 20.09.2024/  DE000DQ0Y4P6  /

EUWAX
2024-06-27  9:16:35 AM Chg.-0.023 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.032EUR -41.82% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 520.00 EUR 2024-09-20 Call
 

Master data

WKN: DQ0Y4P
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 520.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 260.60
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -12.91
Time value: 0.15
Break-even: 521.50
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 2.45
Spread abs.: 0.15
Spread %: 14,900.00%
Delta: 0.06
Theta: -0.05
Omega: 14.94
Rho: 0.05
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.21%
1 Month
  -51.52%
3 Months
  -90.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.032
1M High / 1M Low: 0.080 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -