DZ Bank Call 430 2FE 21.03.2025
/ DE000DQ2LVT5
DZ Bank Call 430 2FE 21.03.2025/ DE000DQ2LVT5 /
| 6/20/2024 9:09:50 AM |
Chg.+0.05 |
Bid4:24:21 PM |
Ask4:24:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+2.40% |
2.24
Bid Size: 25,000 |
2.26
Ask Size: 25,000 |
FERRARI N.V. |
430.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-4.55 |
| Time value: |
2.20 |
| Break-even: |
452.00 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
4.76% |
| Delta: |
0.40 |
| Theta: |
-0.07 |
| Omega: |
6.97 |
| Rho: |
0.99 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
-11.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.08 |
| 1M High / 1M Low: |
2.48 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
