DZ Bank Call 440 2FE 21.03.2025
/ DE000DQ2LVU3
DZ Bank Call 440 2FE 21.03.2025/ DE000DQ2LVU3 /
| 15/08/2024 09:07:27 |
Chg.+0.28 |
Bid15:57:02 |
Ask15:57:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+13.79% |
2.88
Bid Size: 25,000 |
3.08
Ask Size: 25,000 |
FERRARI N.V. |
440.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-2.77 |
| Time value: |
2.65 |
| Break-even: |
466.50 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
3.92% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
7.13 |
| Rho: |
0.97 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.85% |
| 1 Month |
|
|
+9.48% |
| 3 Months |
|
|
+26.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.64 |
| 1M High / 1M Low: |
2.11 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
