DZ Bank Call 460 2FE 21.03.2025
/ DE000DQ2LVV1
DZ Bank Call 460 2FE 21.03.2025/ DE000DQ2LVV1 /
10/7/2024 12:38:39 PM |
Chg.-0.03 |
Bid7:54:26 PM |
Ask7:54:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
-2.14% |
1.39 Bid Size: 10,000 |
1.49 Ask Size: 10,000 |
FERRARI N.V. |
460.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ2LVV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-5.20 |
Time value: |
1.54 |
Break-even: |
475.40 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.10 |
Spread %: |
6.94% |
Delta: |
0.33 |
Theta: |
-0.10 |
Omega: |
8.69 |
Rho: |
0.54 |
Quote data
Open: |
1.41 |
High: |
1.41 |
Low: |
1.37 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.14% |
1 Month |
|
|
-42.68% |
3 Months |
|
|
+9.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.86 |
1.40 |
1M High / 1M Low: |
2.39 |
1.40 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |