DZ Bank Call 420 2FE 20.06.2025
/ DE000DJ86BR1
DZ Bank Call 420 2FE 20.06.2025/ DE000DJ86BR1 /
| 23/09/2024 16:35:07 |
Chg.+0.440 |
Bid16:50:41 |
Ask16:50:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.870EUR |
+9.93% |
4.870
Bid Size: 30,000 |
4.890
Ask Size: 30,000 |
FERRARI N.V. |
420.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ86BR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
4.22 |
| Break-even: |
464.20 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
2.31% |
| Delta: |
0.60 |
| Theta: |
-0.09 |
| Omega: |
5.70 |
| Rho: |
1.54 |
Quote data
| Open: |
4.300 |
| High: |
5.070 |
| Low: |
4.300 |
| Previous Close: |
4.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.32% |
| 1 Month |
|
|
+2.53% |
| 3 Months |
|
|
+58.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.580 |
3.900 |
| 1M High / 1M Low: |
6.340 |
3.900 |
| 6M High / 6M Low: |
6.340 |
2.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.98% |
| Volatility 6M: |
|
122.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
