DZ Bank Call 320 2FE 20.06.2025
/ DE000DJ746G2
DZ Bank Call 320 2FE 20.06.2025/ DE000DJ746G2 /
9/5/2024 9:35:11 PM |
Chg.-0.650 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.450EUR |
-4.96% |
12.360 Bid Size: 1,500 |
12.460 Ask Size: 1,500 |
FERRARI N.V. |
320.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ746G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.99 |
Intrinsic value: |
11.89 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
11.89 |
Time value: |
1.40 |
Break-even: |
452.90 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.10 |
Spread %: |
0.76% |
Delta: |
0.92 |
Theta: |
-0.06 |
Omega: |
3.03 |
Rho: |
2.13 |
Quote data
Open: |
13.040 |
High: |
13.220 |
Low: |
12.010 |
Previous Close: |
13.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.64% |
1 Month |
|
|
+44.77% |
3 Months |
|
|
+41.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.090 |
12.450 |
1M High / 1M Low: |
14.090 |
8.580 |
6M High / 6M Low: |
14.090 |
7.920 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.317 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.574 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.79% |
Volatility 6M: |
|
75.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |