DZ Bank Call 520 2FE 20.12.2024
/ DE000DQ0Y4R2
DZ Bank Call 520 2FE 20.12.2024/ DE000DQ0Y4R2 /
10/16/2024 2:05:06 PM |
Chg.+0.070 |
Bid10/16/2024 |
Ask10/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+140.00% |
0.120 Bid Size: 30,000 |
0.150 Ask Size: 30,000 |
FERRARI N.V. |
520.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DQ0Y4R |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/27/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
207.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-8.40 |
Time value: |
0.21 |
Break-even: |
522.10 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
1.75 |
Spread abs.: |
0.15 |
Spread %: |
250.00% |
Delta: |
0.09 |
Theta: |
-0.07 |
Omega: |
18.65 |
Rho: |
0.07 |
Quote data
Open: |
0.120 |
High: |
0.140 |
Low: |
0.120 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1100.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-7.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.001 |
1M High / 1M Low: |
0.130 |
0.001 |
6M High / 6M Low: |
0.580 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.157 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
16,498.76% |
Volatility 6M: |
|
58,424.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |