DZ Bank Call 400 2FE 21.03.2025
/ DE000DQ2LVQ1
DZ Bank Call 400 2FE 21.03.2025/ DE000DQ2LVQ1 /
| 18/10/2024 09:09:33 |
Chg.+0.83 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.62EUR |
+14.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.81 |
| Intrinsic value: |
4.31 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
4.31 |
| Time value: |
2.12 |
| Break-even: |
464.30 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
1.58% |
| Delta: |
0.74 |
| Theta: |
-0.12 |
| Omega: |
5.13 |
| Rho: |
1.11 |
Quote data
| Open: |
6.62 |
| High: |
6.62 |
| Low: |
6.62 |
| Previous Close: |
5.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.75% |
| 1 Month |
|
|
+48.43% |
| 3 Months |
|
|
+104.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.62 |
5.45 |
| 1M High / 1M Low: |
6.62 |
3.88 |
| 6M High / 6M Low: |
6.92 |
2.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
.54 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.68% |
| Volatility 6M: |
|
140.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
