DZ Bank Call 310 2FE 20.06.2025
/ DE000DJ746F4
DZ Bank Call 310 2FE 20.06.2025/ DE000DJ746F4 /
| 09/10/2024 10:35:27 |
Chg.-0.130 |
Bid10:57:12 |
Ask10:57:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.920EUR |
-1.08% |
11.870
Bid Size: 30,000 |
11.890
Ask Size: 30,000 |
FERRARI N.V. |
310.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.77 |
| Intrinsic value: |
10.86 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
10.86 |
| Time value: |
1.49 |
| Break-even: |
433.50 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.82% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
3.01 |
| Rho: |
1.73 |
Quote data
| Open: |
11.960 |
| High: |
12.190 |
| Low: |
11.920 |
| Previous Close: |
12.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.51% |
| 1 Month |
|
|
-9.01% |
| 3 Months |
|
|
+15.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.050 |
11.040 |
| 1M High / 1M Low: |
13.250 |
11.040 |
| 6M High / 6M Low: |
14.970 |
8.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.343 |
| Avg. volume 1M: |
|
4.545 |
| Avg. price 6M: |
|
10.676 |
| Avg. volume 6M: |
|
.769 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.38% |
| Volatility 6M: |
|
72.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
