DZ Bank Call 310 2FE 20.06.2025
/ DE000DJ746F4
DZ Bank Call 310 2FE 20.06.2025/ DE000DJ746F4 /
| 2024-07-26 9:34:49 PM |
Chg.+0.390 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.060EUR |
+4.50% |
9.050
Bid Size: 1,500 |
9.150
Ask Size: 1,500 |
FERRARI N.V. |
310.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ746F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.39 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
6.75 |
| Time value: |
2.40 |
| Break-even: |
401.50 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.11% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
3.35 |
| Rho: |
1.94 |
Quote data
| Open: |
8.500 |
| High: |
9.160 |
| Low: |
8.500 |
| Previous Close: |
8.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.58% |
| 1 Month |
|
|
-0.88% |
| 3 Months |
|
|
-16.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.880 |
8.670 |
| 1M High / 1M Low: |
10.850 |
8.670 |
| 6M High / 6M Low: |
11.860 |
4.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.586 |
| Avg. volume 6M: |
|
.787 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.84% |
| Volatility 6M: |
|
109.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
