DZ Bank Call 520 2FE 21.03.2025/  DE000DQ2LVY5  /

EUWAX
6/28/2024  9:09:13 AM Chg.-0.070 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.370EUR -15.91% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 520.00 EUR 3/21/2025 Call
 

Master data

WKN: DQ2LVY
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 520.00 EUR
Maturity: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 93.22
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -13.78
Time value: 0.41
Break-even: 524.10
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 32.26%
Delta: 0.11
Theta: -0.03
Omega: 10.53
Rho: 0.28
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -24.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 0.560 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -