DZ Bank Call 340 2FE 20.06.2025
/ DE000DJ746H0
DZ Bank Call 340 2FE 20.06.2025/ DE000DJ746H0 /
| 14/06/2024 21:35:06 |
Chg.-0.560 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.100EUR |
-7.31% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ746H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.64 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
3.98 |
| Time value: |
3.35 |
| Break-even: |
413.30 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
1.38% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
3.83 |
| Rho: |
2.10 |
Quote data
| Open: |
7.480 |
| High: |
7.480 |
| Low: |
6.900 |
| Previous Close: |
7.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.66% |
| 1 Month |
|
|
-10.01% |
| 3 Months |
|
|
-13.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.110 |
7.100 |
| 1M High / 1M Low: |
8.110 |
6.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
