DZ Bank Call 310 2FE 20.06.2025
/ DE000DJ746F4
DZ Bank Call 310 2FE 20.06.2025/ DE000DJ746F4 /
| 8/14/2024 10:07:40 AM |
Chg.+0.57 |
Bid6:12:13 PM |
Ask6:12:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.42EUR |
+5.79% |
11.51
Bid Size: 10,000 |
11.61
Ask Size: 10,000 |
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: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.05 |
| Intrinsic value: |
7.58 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
7.58 |
| Time value: |
2.57 |
| Break-even: |
411.50 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.00% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
3.09 |
| Rho: |
1.80 |
Quote data
| Open: |
10.44 |
| High: |
10.44 |
| Low: |
10.42 |
| Previous Close: |
9.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.68% |
| 1 Month |
|
|
+0.97% |
| 3 Months |
|
|
+14.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.85 |
9.02 |
| 1M High / 1M Low: |
10.69 |
8.51 |
| 6M High / 6M Low: |
11.85 |
7.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.22% |
| Volatility 6M: |
|
74.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
