DZ Bank Call 310 2FE 20.06.2025
/ DE000DJ746F4
DZ Bank Call 310 2FE 20.06.2025/ DE000DJ746F4 /
| 7/16/2024 9:17:25 AM |
Chg.-1.05 |
Bid9:25:10 AM |
Ask9:25:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.64EUR |
-9.82% |
9.46
Bid Size: 25,000 |
9.48
Ask Size: 25,000 |
FERRARI N.V. |
310.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.42 |
| Intrinsic value: |
8.96 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
8.96 |
| Time value: |
1.76 |
| Break-even: |
417.20 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
3.28 |
| Rho: |
2.28 |
Quote data
| Open: |
9.64 |
| High: |
9.64 |
| Low: |
9.64 |
| Previous Close: |
10.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.30% |
| 1 Month |
|
|
-0.93% |
| 3 Months |
|
|
-3.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.78 |
10.18 |
| 1M High / 1M Low: |
10.78 |
8.94 |
| 6M High / 6M Low: |
11.85 |
3.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.82% |
| Volatility 6M: |
|
102.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
