DZ Bank Call 380 2FE 21.03.2025
/ DE000DQ2LVN8
DZ Bank Call 380 2FE 21.03.2025/ DE000DQ2LVN8 /
| 2024-09-20 9:34:46 PM |
Chg.-0.190 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.330EUR |
-2.91% |
6.200
Bid Size: 1,500 |
6.300
Ask Size: 1,500 |
FERRARI N.V. |
380.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2LVN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
4.20 |
| Time value: |
2.10 |
| Break-even: |
443.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
1.61% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
5.04 |
| Rho: |
1.26 |
Quote data
| Open: |
6.450 |
| High: |
6.450 |
| Low: |
6.120 |
| Previous Close: |
6.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
-3.95% |
| 3 Months |
|
|
+45.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.520 |
5.590 |
| 1M High / 1M Low: |
8.570 |
5.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
