DZ Bank Call 320 2FE 20.06.2025
/ DE000DJ746G2
DZ Bank Call 320 2FE 20.06.2025/ DE000DJ746G2 /
| 26/07/2024 21:34:47 |
Chg.+0.360 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.280EUR |
+4.55% |
8.280
Bid Size: 1,500 |
8.380
Ask Size: 1,500 |
FERRARI N.V. |
320.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.62 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
5.75 |
| Time value: |
2.63 |
| Break-even: |
403.80 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.21% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
3.55 |
| Rho: |
1.92 |
Quote data
| Open: |
7.760 |
| High: |
8.390 |
| Low: |
7.760 |
| Previous Close: |
7.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
-1.08% |
| 3 Months |
|
|
-17.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.100 |
7.920 |
| 1M High / 1M Low: |
10.030 |
7.920 |
| 6M High / 6M Low: |
11.070 |
3.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.833 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.80% |
| Volatility 6M: |
|
117.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
