DZ Bank Call 330 2FE 20.06.2025
/ DE000DJ8EKK8
DZ Bank Call 330 2FE 20.06.2025/ DE000DJ8EKK8 /
03/09/2024 21:34:57 |
Chg.-0.660 |
Bid21:50:28 |
Ask21:50:28 |
Underlying |
Strike price |
Expiration date |
Option type |
12.560EUR |
-4.99% |
12.470 Bid Size: 12,000 |
12.570 Ask Size: 12,000 |
FERRARI N.V. |
330.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ8EKK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
12/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.89 |
Intrinsic value: |
11.71 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
11.71 |
Time value: |
1.69 |
Break-even: |
464.00 |
Moneyness: |
1.35 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
0.75% |
Delta: |
0.90 |
Theta: |
-0.07 |
Omega: |
2.99 |
Rho: |
2.12 |
Quote data
Open: |
13.090 |
High: |
13.370 |
Low: |
12.560 |
Previous Close: |
13.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.17% |
1 Month |
|
|
+42.89% |
3 Months |
|
|
+69.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.220 |
11.830 |
1M High / 1M Low: |
13.220 |
7.860 |
6M High / 6M Low: |
13.220 |
7.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.731 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.93% |
Volatility 6M: |
|
79.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |