DZ Bank Call 420 2FE 21.03.2025
/ DE000DQ2LVS7
DZ Bank Call 420 2FE 21.03.2025/ DE000DQ2LVS7 /
| 03/09/2024 21:34:42 |
Chg.-0.530 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.080EUR |
-9.45% |
5.010
Bid Size: 1,500 |
5.110
Ask Size: 1,500 |
FERRARI N.V. |
420.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2LVS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
2.71 |
| Time value: |
3.06 |
| Break-even: |
477.70 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
1.76% |
| Delta: |
0.69 |
| Theta: |
-0.11 |
| Omega: |
5.31 |
| Rho: |
1.36 |
Quote data
| Open: |
5.510 |
| High: |
5.710 |
| Low: |
5.080 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.45% |
| 1 Month |
|
|
+84.06% |
| 3 Months |
|
|
+137.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.400 |
| 1M High / 1M Low: |
5.610 |
2.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
