DZ Bank Call 300 2FE 20.06.2025
/ DE000DJ746E7
DZ Bank Call 300 2FE 20.06.2025/ DE000DJ746E7 /
9/4/2024 9:34:46 PM |
Chg.-0.340 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.860EUR |
-2.24% |
14.950 Bid Size: 1,500 |
15.100 Ask Size: 1,500 |
FERRARI N.V. |
300.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.94 |
Intrinsic value: |
14.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
14.00 |
Time value: |
1.24 |
Break-even: |
452.40 |
Moneyness: |
1.47 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.15 |
Spread %: |
0.99% |
Delta: |
0.94 |
Theta: |
-0.05 |
Omega: |
2.71 |
Rho: |
2.06 |
Quote data
Open: |
14.890 |
High: |
15.210 |
Low: |
14.750 |
Previous Close: |
15.200 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+2.70% |
1 Month |
|
|
+32.44% |
3 Months |
|
|
+51.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.880 |
14.470 |
1M High / 1M Low: |
15.880 |
10.130 |
6M High / 6M Low: |
15.880 |
9.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
15.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.102 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.10% |
Volatility 6M: |
|
67.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |