DZ Bank Call 460 2FE 21.03.2025
/ DE000DQ2LVV1
DZ Bank Call 460 2FE 21.03.2025/ DE000DQ2LVV1 /
| 2024-09-26 9:09:06 AM |
Chg.+0.25 |
Bid9:24:59 PM |
Ask9:24:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+12.08% |
2.10
Bid Size: 10,000 |
2.20
Ask Size: 10,000 |
FERRARI N.V. |
460.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-3.57 |
| Time value: |
2.08 |
| Break-even: |
480.80 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.10 |
| Spread %: |
5.05% |
| Delta: |
0.40 |
| Theta: |
-0.10 |
| Omega: |
8.21 |
| Rho: |
0.72 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.10% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+66.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.68 |
| 1M High / 1M Low: |
3.20 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
