DZ Bank Call 540 2FE 20.12.2024
/ DE000DQ1VBP6
DZ Bank Call 540 2FE 20.12.2024/ DE000DQ1VBP6 /
| 2024-09-25 9:07:46 AM |
Chg.-0.030 |
Bid3:56:21 PM |
Ask3:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-25.00% |
0.080
Bid Size: 25,000 |
0.110
Ask Size: 25,000 |
FERRARI N.V. |
540.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ1VBP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
237.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-11.20 |
| Time value: |
0.18 |
| Break-even: |
541.80 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.15 |
| Spread %: |
500.00% |
| Delta: |
0.07 |
| Theta: |
-0.05 |
| Omega: |
16.53 |
| Rho: |
0.07 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.070 |
| 1M High / 1M Low: |
0.280 |
0.070 |
| 6M High / 6M Low: |
0.540 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.97% |
| Volatility 6M: |
|
331.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
