DZ Bank Call 520 2FE 20.06.2025
/ DE000DQ3D766
DZ Bank Call 520 2FE 20.06.2025/ DE000DQ3D766 /
| 2024-05-23 11:34:54 AM |
Chg.+0.050 |
Bid11:36:56 AM |
Ask11:36:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+5.38% |
0.970
Bid Size: 30,000 |
0.990
Ask Size: 30,000 |
FERRARI N.V. |
520.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DQ3D76 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-13.50 |
| Time value: |
1.03 |
| Break-even: |
530.30 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.10 |
| Spread %: |
10.75% |
| Delta: |
0.20 |
| Theta: |
-0.04 |
| Omega: |
7.53 |
| Rho: |
0.72 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
0.960 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.890 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
