DZ Bank Call 340 2FE 20.06.2025
/ DE000DJ746H0
DZ Bank Call 340 2FE 20.06.2025/ DE000DJ746H0 /
| 9/25/2024 1:08:35 PM |
Chg.-0.200 |
Bid1:32:41 PM |
Ask1:32:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.070EUR |
-1.95% |
10.040
Bid Size: 30,000 |
10.060
Ask Size: 30,000 |
FERRARI N.V. |
340.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.09 |
| Intrinsic value: |
8.80 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
8.80 |
| Time value: |
1.69 |
| Break-even: |
444.90 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.96% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
3.53 |
| Rho: |
1.95 |
Quote data
| Open: |
10.350 |
| High: |
10.350 |
| Low: |
10.070 |
| Previous Close: |
10.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.05% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
+23.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.570 |
9.150 |
| 1M High / 1M Low: |
12.370 |
9.150 |
| 6M High / 6M Low: |
12.370 |
6.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.88% |
| Volatility 6M: |
|
84.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
