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: |
|
- |