DZ Bank Call 500 2FE 20.12.2024
/ DE000DQ0XS22
DZ Bank Call 500 2FE 20.12.2024/ DE000DQ0XS22 /
24/09/2024 09:07:50 |
Chg.+0.130 |
Bid21:45:07 |
Ask21:45:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+48.15% |
0.290 Bid Size: 10,000 |
0.390 Ask Size: 10,000 |
FERRARI N.V. |
500.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DQ0XS2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
102.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-6.93 |
Time value: |
0.42 |
Break-even: |
504.20 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.10 |
Spread %: |
31.25% |
Delta: |
0.15 |
Theta: |
-0.08 |
Omega: |
15.69 |
Rho: |
0.15 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.21% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
+17.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.250 |
1M High / 1M Low: |
0.780 |
0.250 |
6M High / 6M Low: |
1.080 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.433 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.64% |
Volatility 6M: |
|
256.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |