DZ Bank Call 460 2FE 21.03.2025
/ DE000DQ2LVV1
DZ Bank Call 460 2FE 21.03.2025/ DE000DQ2LVV1 /
10/18/2024 9:15:35 AM |
Chg.+0.46 |
Bid10:58:33 AM |
Ask10:58:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.81EUR |
+19.57% |
2.66 Bid Size: 25,000 |
2.68 Ask Size: 25,000 |
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: |
15.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-1.56 |
Time value: |
2.82 |
Break-even: |
488.20 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.10 |
Spread %: |
3.68% |
Delta: |
0.49 |
Theta: |
-0.12 |
Omega: |
7.73 |
Rho: |
0.80 |
Quote data
Open: |
2.81 |
High: |
2.81 |
Low: |
2.81 |
Previous Close: |
2.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+93.79% |
1 Month |
|
|
+56.98% |
3 Months |
|
|
+140.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.46 |
1.45 |
1M High / 1M Low: |
2.46 |
1.35 |
6M High / 6M Low: |
3.20 |
0.91 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.65% |
Volatility 6M: |
|
195.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |