DZ Bank Call 360 2FE 20.06.2025
/ DE000DJ746J6
DZ Bank Call 360 2FE 20.06.2025/ DE000DJ746J6 /
| 24/09/2024 21:34:52 |
Chg.-0.290 |
Bid21:58:23 |
Ask21:58:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.680EUR |
-3.23% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ746J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.72 |
| Intrinsic value: |
7.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
7.07 |
| Time value: |
1.95 |
| Break-even: |
450.20 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
1.12% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
3.97 |
| Rho: |
1.97 |
Quote data
| Open: |
9.270 |
| High: |
9.270 |
| Low: |
8.360 |
| Previous Close: |
8.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.06% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+28.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.970 |
7.610 |
| 1M High / 1M Low: |
10.700 |
7.610 |
| 6M High / 6M Low: |
10.700 |
5.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.19% |
| Volatility 6M: |
|
93.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
