DZ Bank Call 430 2FE 20.12.2024
/ DE000DQ0Y4Q4
DZ Bank Call 430 2FE 20.12.2024/ DE000DQ0Y4Q4 /
| 9/26/2024 9:13:52 AM |
Chg.+0.32 |
Bid4:24:20 PM |
Ask4:24:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+13.91% |
2.27
Bid Size: 25,000 |
2.29
Ask Size: 25,000 |
FERRARI N.V. |
430.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ0Y4Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.57 |
| Time value: |
2.35 |
| Break-even: |
453.50 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
4.44% |
| Delta: |
0.51 |
| Theta: |
-0.16 |
| Omega: |
9.28 |
| Rho: |
0.45 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.17% |
| 1 Month |
|
|
-3.68% |
| 3 Months |
|
|
+64.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
1.83 |
| 1M High / 1M Low: |
3.79 |
1.83 |
| 6M High / 6M Low: |
3.79 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.07% |
| Volatility 6M: |
|
189.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
