DZ Bank Call 320 2FE 20.06.2025
/ DE000DJ746G2
DZ Bank Call 320 2FE 20.06.2025/ DE000DJ746G2 /
| 12/11/2024 21:34:54 |
Chg.-1.100 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.240EUR |
-9.70% |
10.230
Bid Size: 1,500 |
10.330
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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.40 |
| Intrinsic value: |
10.60 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
10.60 |
| Time value: |
0.88 |
| Break-even: |
434.80 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
1.32% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
3.47 |
| Rho: |
1.71 |
Quote data
| Open: |
11.150 |
| High: |
11.150 |
| Low: |
10.240 |
| Previous Close: |
11.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
-14.95% |
| 3 Months |
|
|
+16.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.340 |
9.590 |
| 1M High / 1M Low: |
14.130 |
9.590 |
| 6M High / 6M Low: |
14.130 |
7.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.83% |
| Volatility 6M: |
|
80.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
