DZ Bank Call 370 2FE 20.06.2025
/ DE000DJ86BQ3
DZ Bank Call 370 2FE 20.06.2025/ DE000DJ86BQ3 /
| 2024-05-24 9:35:13 PM |
Chg.+0.060 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.560EUR |
+1.09% |
5.580
Bid Size: 1,500 |
5.680
Ask Size: 1,500 |
FERRARI N.V. |
370.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ86BQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
4.07 |
| Break-even: |
426.80 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
1.79% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
4.57 |
| Rho: |
2.17 |
Quote data
| Open: |
5.640 |
| High: |
5.780 |
| Low: |
5.550 |
| Previous Close: |
5.500 |
| Turnover: |
1,442.500 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.40% |
| 1 Month |
|
|
-7.49% |
| 3 Months |
|
|
-3.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.710 |
5.500 |
| 1M High / 1M Low: |
6.910 |
4.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.586 |
| Avg. volume 1W: |
|
50 |
| Avg. price 1M: |
|
5.802 |
| Avg. volume 1M: |
|
11.905 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
