DZ Bank Call 370 2FE 20.06.2025
/ DE000DJ86BQ3
DZ Bank Call 370 2FE 20.06.2025/ DE000DJ86BQ3 /
| 2024-11-12 9:35:06 PM |
Chg.-0.940 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
-13.09% |
6.220
Bid Size: 1,500 |
6.320
Ask Size: 1,500 |
FERRARI N.V. |
370.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ86BQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.25 |
| Intrinsic value: |
5.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
5.60 |
| Time value: |
1.66 |
| Break-even: |
442.60 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.40% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
4.77 |
| Rho: |
1.65 |
Quote data
| Open: |
7.000 |
| High: |
7.000 |
| Low: |
6.240 |
| Previous Close: |
7.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.71% |
| 1 Month |
|
|
-21.71% |
| 3 Months |
|
|
+16.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.180 |
5.740 |
| 1M High / 1M Low: |
9.850 |
5.740 |
| 6M High / 6M Low: |
9.910 |
4.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.723 |
| Avg. volume 6M: |
|
3.817 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.79% |
| Volatility 6M: |
|
105.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
