DZ Bank Call 350 2FE 20.06.2025
/ DE000DJ879W8
DZ Bank Call 350 2FE 20.06.2025/ DE000DJ879W8 /
| 9/24/2024 7:04:44 PM |
Chg.-0.160 |
Bid7:28:23 PM |
Ask7:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.600EUR |
-1.64% |
9.560
Bid Size: 12,000 |
9.660
Ask Size: 12,000 |
FERRARI N.V. |
350.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ879W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/6/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.52 |
| Intrinsic value: |
8.07 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
8.07 |
| Time value: |
1.74 |
| Break-even: |
448.10 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
1.03% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
3.76 |
| Rho: |
1.99 |
Quote data
| Open: |
10.060 |
| High: |
10.060 |
| Low: |
9.140 |
| Previous Close: |
9.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-0.10% |
| 3 Months |
|
|
+33.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.760 |
8.350 |
| 1M High / 1M Low: |
11.530 |
8.350 |
| 6M High / 6M Low: |
11.530 |
5.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.77% |
| Volatility 6M: |
|
88.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
