DZ Bank Call 360 2FE 20.06.2025
/ DE000DJ746J6
DZ Bank Call 360 2FE 20.06.2025/ DE000DJ746J6 /
| 9/3/2024 9:02:08 AM |
Chg.+0.19 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.62EUR |
+1.82% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.32 |
| Intrinsic value: |
8.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
8.71 |
| Time value: |
2.16 |
| Break-even: |
468.70 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
0.93% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
3.48 |
| Rho: |
2.14 |
Quote data
| Open: |
10.62 |
| High: |
10.62 |
| Low: |
10.62 |
| Previous Close: |
10.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+90.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.62 |
9.72 |
| 1M High / 1M Low: |
10.62 |
5.58 |
| 6M High / 6M Low: |
10.62 |
5.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.08% |
| Volatility 6M: |
|
93.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
