DZ Bank Call 480 2FE 21.03.2025/  DE000DQ2LVW9  /

EUWAX
21/06/2024  09:13:30 Chg.+0.050 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.990EUR +5.32% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 480.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 12/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.49
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -9.51
Time value: 1.00
Break-even: 490.00
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 11.11%
Delta: 0.22
Theta: -0.05
Omega: 8.63
Rho: 0.57
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.02%
1 Month
  -2.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.210 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -