DZ Bank Call 400 2FE 21.03.2025
/ DE000DQ2LVQ1
DZ Bank Call 400 2FE 21.03.2025/ DE000DQ2LVQ1 /
| 9/6/2024 9:35:17 PM |
Chg.-0.430 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
-7.57% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LVQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
2.39 |
| Time value: |
2.95 |
| Break-even: |
453.40 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
1.91% |
| Delta: |
0.68 |
| Theta: |
-0.11 |
| Omega: |
5.38 |
| Rho: |
1.25 |
Quote data
| Open: |
5.640 |
| High: |
6.070 |
| Low: |
5.220 |
| Previous Close: |
5.680 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.21% |
| 1 Month |
|
|
+71.01% |
| 3 Months |
|
|
+65.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.020 |
5.250 |
| 1M High / 1M Low: |
7.020 |
3.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
