DZ Bank Call 480 2FE 21.03.2025/  DE000DQ2LVW9  /

EUWAX
11/8/2024  12:52:10 PM Chg.+0.080 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.680EUR +13.33% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 480.00 EUR 3/21/2025 Call
 

Master data

WKN: DQ2LVW
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 480.00 EUR
Maturity: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.45
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -6.24
Time value: 0.88
Break-even: 488.80
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 12.82%
Delta: 0.24
Theta: -0.09
Omega: 11.34
Rho: 0.33
 

Quote data

Open: 0.660
High: 0.680
Low: 0.660
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.76%
1 Month
  -33.33%
3 Months
  -20.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 0.600
1M High / 1M Low: 2.310 0.600
6M High / 6M Low: 2.330 0.600
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.145
Avg. volume 1W:   0.000
Avg. price 1M:   1.633
Avg. volume 1M:   0.000
Avg. price 6M:   1.218
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.18%
Volatility 6M:   212.93%
Volatility 1Y:   -
Volatility 3Y:   -