DZ Bank Call 370 2FE 20.06.2025
/ DE000DJ86BQ3
DZ Bank Call 370 2FE 20.06.2025/ DE000DJ86BQ3 /
| 7/26/2024 9:35:04 PM |
Chg.+0.290 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.950EUR |
+6.22% |
4.950
Bid Size: 1,500 |
5.050
Ask Size: 1,500 |
FERRARI N.V. |
370.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
4.30 |
| Break-even: |
420.50 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
2.02% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
4.70 |
| Rho: |
1.68 |
Quote data
| Open: |
4.540 |
| High: |
5.030 |
| Low: |
4.540 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
-1.98% |
| 3 Months |
|
|
-24.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.560 |
4.660 |
| 1M High / 1M Low: |
6.360 |
4.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
