DZ Bank Call 410 2FE 21.03.2025
/ DE000DQ2LVR9
DZ Bank Call 410 2FE 21.03.2025/ DE000DQ2LVR9 /
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: |
|
- |