DZ Bank Call 440 2FE 21.03.2025
/ DE000DQ2LVU3
DZ Bank Call 440 2FE 21.03.2025/ DE000DQ2LVU3 /
9/3/2024 9:04:42 AM |
Chg.-0.080 |
Bid9:09:30 AM |
Ask9:09:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.270EUR |
-1.84% |
4.320 Bid Size: 30,000 |
4.340 Ask Size: 30,000 |
FERRARI N.V. |
440.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ2LVU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.07 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
0.71 |
Time value: |
3.80 |
Break-even: |
485.10 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.10 |
Spread %: |
2.27% |
Delta: |
0.61 |
Theta: |
-0.11 |
Omega: |
6.03 |
Rho: |
1.24 |
Quote data
Open: |
4.270 |
High: |
4.270 |
Low: |
4.270 |
Previous Close: |
4.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.79% |
1 Month |
|
|
+110.34% |
3 Months |
|
|
+171.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.350 |
3.240 |
1M High / 1M Low: |
4.350 |
1.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |