DZ Bank Call 400 2FE 20.06.2025
/ DE000DJ8EKL6
DZ Bank Call 400 2FE 20.06.2025/ DE000DJ8EKL6 /
| 9/24/2024 12:04:40 PM |
Chg.-0.350 |
Bid12:10:06 PM |
Ask12:10:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.750EUR |
-5.74% |
5.700
Bid Size: 30,000 |
5.720
Ask Size: 30,000 |
FERRARI N.V. |
400.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8EKL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
3.07 |
| Time value: |
3.09 |
| Break-even: |
461.60 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
1.65% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.94 |
| Rho: |
1.79 |
Quote data
| Open: |
6.370 |
| High: |
6.370 |
| Low: |
5.750 |
| Previous Close: |
6.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.32% |
| 1 Month |
|
|
-3.69% |
| 3 Months |
|
|
+36.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.100 |
4.980 |
| 1M High / 1M Low: |
7.670 |
4.980 |
| 6M High / 6M Low: |
7.670 |
3.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.92% |
| Volatility 6M: |
|
112.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
