DZ Bank Call 300 2FE 20.06.2025
/ DE000DJ746E7
DZ Bank Call 300 2FE 20.06.2025/ DE000DJ746E7 /
| 2024-05-24 9:18:25 AM |
Chg.-0.59 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.27EUR |
-5.43% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
300.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ746E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.30 |
| Intrinsic value: |
8.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
8.61 |
| Time value: |
1.91 |
| Break-even: |
405.20 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.96% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.24 |
| Rho: |
2.52 |
Quote data
| Open: |
10.27 |
| High: |
10.27 |
| Low: |
10.27 |
| Previous Close: |
10.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.47% |
| 1 Month |
|
|
-10.62% |
| 3 Months |
|
|
-3.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.89 |
10.27 |
| 1M High / 1M Low: |
12.46 |
9.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
