DZ Bank Call 360 2FE 20.06.2025
/ DE000DJ746J6
DZ Bank Call 360 2FE 20.06.2025/ DE000DJ746J6 /
2024-06-27 6:34:42 PM |
Chg.-0.130 |
Bid6:45:23 PM |
Ask6:45:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.940EUR |
-2.14% |
5.920 Bid Size: 12,000 |
6.020 Ask Size: 12,000 |
FERRARI N.V. |
360.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ746J |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.12 |
Intrinsic value: |
3.09 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
3.09 |
Time value: |
3.05 |
Break-even: |
421.40 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.10 |
Spread %: |
1.66% |
Delta: |
0.73 |
Theta: |
-0.07 |
Omega: |
4.64 |
Rho: |
2.19 |
Quote data
Open: |
6.130 |
High: |
6.260 |
Low: |
5.790 |
Previous Close: |
6.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.76% |
1 Month |
|
|
-6.90% |
3 Months |
|
|
-27.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.780 |
6.070 |
1M High / 1M Low: |
6.780 |
5.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |