DZ Bank Call 350 2FE 20.06.2025
/ DE000DJ879W8
DZ Bank Call 350 2FE 20.06.2025/ DE000DJ879W8 /
| 08/11/2024 12:31:58 |
Chg.+0.23 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.10EUR |
+2.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.09 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
6.76 |
| Time value: |
2.08 |
| Break-even: |
438.40 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.14% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
3.80 |
| Rho: |
1.51 |
Quote data
| Open: |
8.09 |
| High: |
8.10 |
| Low: |
8.09 |
| Previous Close: |
7.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.66% |
| 1 Month |
|
|
-7.43% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.81 |
7.87 |
| 1M High / 1M Low: |
11.85 |
7.87 |
| 6M High / 6M Low: |
11.85 |
5.69 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.26% |
| Volatility 6M: |
|
88.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
