DZ Bank Call 400 2FE 21.03.2025
/ DE000DQ2LVQ1
DZ Bank Call 400 2FE 21.03.2025/ DE000DQ2LVQ1 /
| 28/06/2024 21:34:50 |
Chg.-0.090 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-3.05% |
2.890
Bid Size: 1,500 |
2.990
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-1.78 |
| Time value: |
3.00 |
| Break-even: |
430.00 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.45% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
6.48 |
| Rho: |
1.19 |
Quote data
| Open: |
3.070 |
| High: |
3.070 |
| Low: |
2.840 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-6.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.770 |
2.860 |
| 1M High / 1M Low: |
3.770 |
2.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
