DZ Bank Call 300 2FE 20.06.2025
/ DE000DJ746E7
DZ Bank Call 300 2FE 20.06.2025/ DE000DJ746E7 /
2024-07-29 9:34:45 PM |
Chg.-0.130 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.730EUR |
-1.32% |
9.810 Bid Size: 1,500 |
9.910 Ask Size: 1,500 |
FERRARI N.V. |
300.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ746E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.19 |
Intrinsic value: |
7.75 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
7.75 |
Time value: |
2.20 |
Break-even: |
399.50 |
Moneyness: |
1.26 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.10 |
Spread %: |
1.02% |
Delta: |
0.83 |
Theta: |
-0.07 |
Omega: |
3.17 |
Rho: |
1.93 |
Quote data
Open: |
9.840 |
High: |
9.840 |
Low: |
9.510 |
Previous Close: |
9.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.24% |
1 Month |
|
|
-2.11% |
3 Months |
|
|
-14.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.720 |
9.480 |
1M High / 1M Low: |
11.700 |
9.480 |
6M High / 6M Low: |
12.660 |
5.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.369 |
Avg. volume 6M: |
|
7.087 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.02% |
Volatility 6M: |
|
101.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |