DZ Bank Call 520 2FE 21.03.2025/  DE000DQ2LVY5  /

EUWAX
2024-06-21  9:13:30 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.500EUR +4.17% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 520.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.76
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -13.09
Time value: 0.62
Break-even: 526.20
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.50
Spread abs.: 0.10
Spread %: 19.23%
Delta: 0.15
Theta: -0.04
Omega: 9.36
Rho: 0.39
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -13.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.470
1M High / 1M Low: 0.680 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -