DZ Bank Call 380 2FE 20.06.2025
/ DE000DJ746K4
DZ Bank Call 380 2FE 20.06.2025/ DE000DJ746K4 /
| 2024-09-25 11:35:02 AM |
Chg.-0.180 |
Bid11:48:01 AM |
Ask11:48:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.030EUR |
-2.50% |
7.050
Bid Size: 30,000 |
7.070
Ask Size: 30,000 |
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: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.01 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
4.80 |
| Time value: |
2.61 |
| Break-even: |
454.10 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.37% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
4.39 |
| Rho: |
1.84 |
Quote data
| Open: |
7.280 |
| High: |
7.280 |
| Low: |
7.030 |
| Previous Close: |
7.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.84% |
| 1 Month |
|
|
-4.22% |
| 3 Months |
|
|
+27.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.470 |
6.230 |
| 1M High / 1M Low: |
9.120 |
6.230 |
| 6M High / 6M Low: |
9.120 |
4.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.58% |
| Volatility 6M: |
|
102.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
