DZ Bank Put 400 2FE 21.03.2025
/ DE000DQ2LV45
DZ Bank Put 400 2FE 21.03.2025/ DE000DQ2LV45 /
2024-09-25 9:08:37 AM |
Chg.+0.13 |
Bid1:51:20 PM |
Ask1:51:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.06EUR |
+6.74% |
2.18 Bid Size: 25,000 |
2.20 Ask Size: 25,000 |
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: |
-20.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-2.80 |
Time value: |
2.13 |
Break-even: |
378.70 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
4.93% |
Delta: |
-0.31 |
Theta: |
-0.08 |
Omega: |
-6.26 |
Rho: |
-0.75 |
Quote data
Open: |
2.06 |
High: |
2.06 |
Low: |
2.06 |
Previous Close: |
1.93 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.81% |
1 Month |
|
|
+4.57% |
3 Months |
|
|
-42.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.51 |
1.93 |
1M High / 1M Low: |
2.51 |
1.59 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |