DZ Bank Call 520 2FE 21.03.2025
/ DE000DQ2LVY5
DZ Bank Call 520 2FE 21.03.2025/ DE000DQ2LVY5 /
| 2024-06-07 9:09:38 AM |
Chg.-0.020 |
Bid3:00:47 PM |
Ask3:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.510
Bid Size: 25,000 |
0.530
Ask Size: 25,000 |
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: |
70.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-13.19 |
| Time value: |
0.55 |
| Break-even: |
525.50 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
22.22% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
9.80 |
| Rho: |
0.38 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-50.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.470 |
| 1M High / 1M Low: |
1.090 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
