DZ Bank Call 300 2FE 20.06.2025/  DE000DJ746E7  /

EUWAX
7/5/2024  3:37:05 PM Chg.-0.13 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
10.84EUR -1.19% -
Bid Size: -
-
Ask Size: -
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: 3.60
Leverage: Yes

Calculated values

Fair value: 10.16
Intrinsic value: 8.72
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 8.72
Time value: 2.05
Break-even: 407.70
Moneyness: 1.29
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 0.94%
Delta: 0.86
Theta: -0.06
Omega: 3.09
Rho: 2.15
 

Quote data

Open: 10.98
High: 10.98
Low: 10.84
Previous Close: 10.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.01%
1 Month  
+0.93%
3 Months  
+4.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.97 9.73
1M High / 1M Low: 11.29 9.73
6M High / 6M Low: 12.66 4.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.49
Avg. volume 1W:   0.00
Avg. price 1M:   10.55
Avg. volume 1M:   0.00
Avg. price 6M:   9.65
Avg. volume 6M:   4.33
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.77%
Volatility 6M:   97.89%
Volatility 1Y:   -
Volatility 3Y:   -