DZ Bank Call 390 2FE 19.12.2025
/ DE000DQ5CWM0
DZ Bank Call 390 2FE 19.12.2025/ DE000DQ5CWM0 /
08/10/2024 11:04:30 |
Chg.+0.320 |
Bid11:26:02 |
Ask11:26:02 |
Underlying |
Strike price |
Expiration date |
Option type |
7.020EUR |
+4.78% |
7.030 Bid Size: 30,000 |
7.050 Ask Size: 30,000 |
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: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.23 |
Intrinsic value: |
1.90 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
1.90 |
Time value: |
4.98 |
Break-even: |
458.80 |
Moneyness: |
1.05 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.10 |
Spread %: |
1.47% |
Delta: |
0.67 |
Theta: |
-0.07 |
Omega: |
3.96 |
Rho: |
2.44 |
Quote data
Open: |
6.630 |
High: |
7.020 |
Low: |
6.630 |
Previous Close: |
6.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.29% |
1 Month |
|
|
-11.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.170 |
6.570 |
1M High / 1M Low: |
8.300 |
6.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.856 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |