DZ Bank Call 520 2FE 21.03.2025/  DE000DQ2LVY5  /

EUWAX
20/09/2024  09:08:15 Chg.+0.090 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.610EUR +17.31% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 520.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 12/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.94
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -9.80
Time value: 0.66
Break-even: 526.60
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.56
Spread abs.: 0.10
Spread %: 17.86%
Delta: 0.17
Theta: -0.06
Omega: 10.98
Rho: 0.33
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month
  -11.59%
3 Months  
+22.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.520
1M High / 1M Low: 1.170 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -