DZ Bank Call 360 2FE 20.06.2025
/ DE000DJ746J6
DZ Bank Call 360 2FE 20.06.2025/ DE000DJ746J6 /
| 7/29/2024 9:16:05 AM |
Chg.+0.28 |
Bid11:49:34 AM |
Ask11:49:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.50EUR |
+5.36% |
5.42
Bid Size: 25,000 |
5.44
Ask Size: 25,000 |
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: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
3.87 |
| Break-even: |
416.20 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
1.81% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
4.47 |
| Rho: |
1.74 |
Quote data
| Open: |
5.50 |
| High: |
5.50 |
| Low: |
5.50 |
| Previous Close: |
5.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.18% |
| 1 Month |
|
|
-4.84% |
| 3 Months |
|
|
-23.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.04 |
5.22 |
| 1M High / 1M Low: |
6.94 |
5.22 |
| 6M High / 6M Low: |
8.16 |
2.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.38% |
| Volatility 6M: |
|
141.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
