DZ Bank Call 390 2FE 19.12.2025
/ DE000DQ5CWM0
DZ Bank Call 390 2FE 19.12.2025/ DE000DQ5CWM0 /
03/09/2024 09:02:57 |
Chg.- |
Bid10:13:09 |
Ask10:13:09 |
Underlying |
Strike price |
Expiration date |
Option type |
9.64EUR |
- |
8.99 Bid Size: 25,000 |
9.01 Ask Size: 25,000 |
FERRARI N.V. |
390.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DQ5CWM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
09/07/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.73 |
Intrinsic value: |
5.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
5.00 |
Time value: |
4.20 |
Break-even: |
482.00 |
Moneyness: |
1.13 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.10 |
Spread %: |
1.10% |
Delta: |
0.75 |
Theta: |
-0.07 |
Omega: |
3.60 |
Rho: |
3.09 |
Quote data
Open: |
9.64 |
High: |
9.64 |
Low: |
9.64 |
Previous Close: |
9.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.68% |
1 Month |
|
|
+65.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.67 |
8.87 |
1M High / 1M Low: |
9.67 |
5.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |