DZ Bank Call 340 2FE 20.06.2025
/ DE000DJ746H0
DZ Bank Call 340 2FE 20.06.2025/ DE000DJ746H0 /
| 2024-11-12 3:35:47 PM |
Chg.-0.64 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.12EUR |
-6.56% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.64 |
| Intrinsic value: |
8.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
8.60 |
| Time value: |
1.11 |
| Break-even: |
437.10 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
1.04% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
3.93 |
| Rho: |
1.72 |
Quote data
| Open: |
9.12 |
| High: |
9.12 |
| Low: |
9.12 |
| Previous Close: |
9.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.91% |
| 1 Month |
|
|
-0.22% |
| 3 Months |
|
|
+24.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.11 |
8.68 |
| 1M High / 1M Low: |
12.73 |
8.68 |
| 6M High / 6M Low: |
12.73 |
6.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.34% |
| Volatility 6M: |
|
84.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
