DZ Bank Call 350 2FE 20.06.2025
/ DE000DJ879W8
DZ Bank Call 350 2FE 20.06.2025/ DE000DJ879W8 /
| 29/07/2024 16:34:39 |
Chg.-0.340 |
Bid16:49:55 |
Ask16:49:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.840EUR |
-5.50% |
5.810
Bid Size: 30,000 |
5.830
Ask Size: 30,000 |
FERRARI N.V. |
350.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ879W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.75 |
| Time value: |
3.53 |
| Break-even: |
412.80 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.62% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
4.20 |
| Rho: |
1.79 |
Quote data
| Open: |
6.160 |
| High: |
6.160 |
| Low: |
5.840 |
| Previous Close: |
6.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.99% |
| 1 Month |
|
|
-6.86% |
| 3 Months |
|
|
-24.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.870 |
5.850 |
| 1M High / 1M Low: |
7.730 |
5.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
