DZ Bank Call 320 2FE 20.06.2025
/ DE000DJ746G2
DZ Bank Call 320 2FE 20.06.2025/ DE000DJ746G2 /
| 2024-07-05 9:34:49 PM |
Chg.-0.370 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.010EUR |
-3.94% |
9.060
Bid Size: 1,500 |
9.160
Ask Size: 1,500 |
FERRARI N.V. |
320.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.56 |
| Intrinsic value: |
6.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
6.72 |
| Time value: |
2.44 |
| Break-even: |
411.60 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.10% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
3.45 |
| Rho: |
2.15 |
Quote data
| Open: |
9.370 |
| High: |
9.520 |
| Low: |
8.820 |
| Previous Close: |
9.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.65% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
-3.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.380 |
8.440 |
| 1M High / 1M Low: |
9.710 |
8.370 |
| 6M High / 6M Low: |
11.070 |
3.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.61% |
| Volatility 6M: |
|
120.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
