DZ Bank Call 380 2FE 20.06.2025
/ DE000DJ746K4
DZ Bank Call 380 2FE 20.06.2025/ DE000DJ746K4 /
| 2024-09-24 9:13:33 AM |
Chg.+0.76 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.56EUR |
+11.18% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ746K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.24 |
| Intrinsic value: |
5.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
5.07 |
| Time value: |
2.45 |
| Break-even: |
455.20 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.35% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
4.43 |
| Rho: |
1.90 |
Quote data
| Open: |
7.56 |
| High: |
7.56 |
| Low: |
7.56 |
| Previous Close: |
6.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.85% |
| 1 Month |
|
|
-3.82% |
| 3 Months |
|
|
+43.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.84 |
6.40 |
| 1M High / 1M Low: |
9.05 |
6.40 |
| 6M High / 6M Low: |
9.05 |
4.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.68 |
| Avg. volume 1M: |
|
1.43 |
| Avg. price 6M: |
|
5.69 |
| Avg. volume 6M: |
|
14.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.67% |
| Volatility 6M: |
|
105.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
