DZ Bank Put 400 2FE 21.03.2025
/ DE000DQ2LV45
DZ Bank Put 400 2FE 21.03.2025/ DE000DQ2LV45 /
| 2024-06-20 4:04:47 PM |
Chg.-0.310 |
Bid4:49:38 PM |
Ask4:49:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-7.79% |
3.800
Bid Size: 30,000 |
3.820
Ask Size: 30,000 |
FERRARI N.V. |
400.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2LV4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.55 |
| Time value: |
2.53 |
| Break-even: |
359.20 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
2.51% |
| Delta: |
-0.47 |
| Theta: |
-0.05 |
| Omega: |
-4.43 |
| Rho: |
-1.66 |
Quote data
| Open: |
4.020 |
| High: |
4.020 |
| Low: |
3.670 |
| Previous Close: |
3.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-11.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.190 |
3.870 |
| 1M High / 1M Low: |
4.580 |
3.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
