DZ Bank Call 340 2FE 20.06.2025
/ DE000DJ746H0
DZ Bank Call 340 2FE 20.06.2025/ DE000DJ746H0 /
| 7/30/2024 8:04:41 PM |
Chg.-0.020 |
Bid8:13:13 PM |
Ask8:13:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.640EUR |
-0.30% |
6.650
Bid Size: 12,000 |
6.750
Ask Size: 12,000 |
FERRARI N.V. |
340.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ746H |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
3.73 |
| Time value: |
3.07 |
| Break-even: |
408.00 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
1.49% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
4.07 |
| Rho: |
1.86 |
Quote data
| Open: |
6.660 |
| High: |
6.930 |
| Low: |
6.560 |
| Previous Close: |
6.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
-4.05% |
| 3 Months |
|
|
-19.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.450 |
6.490 |
| 1M High / 1M Low: |
8.460 |
6.490 |
| 6M High / 6M Low: |
9.570 |
3.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.448 |
| Avg. volume 6M: |
|
16.535 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.92% |
| Volatility 6M: |
|
133.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
