DZ Bank Call 430 2FE 21.03.2025
/ DE000DQ2LVT5
DZ Bank Call 430 2FE 21.03.2025/ DE000DQ2LVT5 /
2024-07-26 9:35:09 PM |
Chg.+0.140 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.740EUR |
+8.75% |
1.740 Bid Size: 1,500 |
1.840 Ask Size: 1,500 |
FERRARI N.V. |
430.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DQ2LVT |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-5.25 |
Time value: |
1.84 |
Break-even: |
448.40 |
Moneyness: |
0.88 |
Premium: |
0.19 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.10 |
Spread %: |
5.75% |
Delta: |
0.36 |
Theta: |
-0.08 |
Omega: |
7.36 |
Rho: |
0.76 |
Quote data
Open: |
1.560 |
High: |
1.790 |
Low: |
1.560 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.92% |
1 Month |
|
|
-3.87% |
3 Months |
|
|
-42.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.070 |
1.600 |
1M High / 1M Low: |
2.540 |
1.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |