DZ Bank Call 410 2FE 21.03.2025/  DE000DQ2LVR9  /

Frankfurt Zert./DZB
2024-11-07  9:34:51 PM Chg.+0.480 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.370EUR +16.61% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 410.00 EUR 2025-03-21 Call
 

Master data

WKN: DQ2LVR
Issuer: DZ Bank AG
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 410.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.04
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 0.77
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 0.77
Time value: 2.70
Break-even: 444.70
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.10
Spread %: 2.97%
Delta: 0.60
Theta: -0.12
Omega: 7.25
Rho: 0.79
 

Quote data

Open: 2.760
High: 3.430
Low: 2.760
Previous Close: 2.890
Turnover: 7,625
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.65%
1 Month
  -15.11%
3 Months  
+22.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.320 2.580
1M High / 1M Low: 6.120 2.580
6M High / 6M Low: 6.290 2.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.856
Avg. volume 1W:   636
Avg. price 1M:   4.885
Avg. volume 1M:   138.261
Avg. price 6M:   3.670
Avg. volume 6M:   24.091
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.85%
Volatility 6M:   151.81%
Volatility 1Y:   -
Volatility 3Y:   -