DZ Bank Call 420 2FE 20.06.2025
/ DE000DJ86BR1
DZ Bank Call 420 2FE 20.06.2025/ DE000DJ86BR1 /
2024-08-29 9:35:06 PM |
Chg.+0.420 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.600EUR |
+8.11% |
5.530 Bid Size: 1,500 |
6.530 Ask Size: 1,500 |
FERRARI N.V. |
420.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ86BR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-05 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.61 |
Intrinsic value: |
1.99 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
1.99 |
Time value: |
4.23 |
Break-even: |
482.20 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.12 |
Spread abs.: |
1.00 |
Spread %: |
19.16% |
Delta: |
0.66 |
Theta: |
-0.09 |
Omega: |
4.68 |
Rho: |
1.85 |
Quote data
Open: |
5.680 |
High: |
5.970 |
Low: |
5.580 |
Previous Close: |
5.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.54% |
1 Month |
|
|
+121.34% |
3 Months |
|
|
+96.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.180 |
4.570 |
1M High / 1M Low: |
5.180 |
2.480 |
6M High / 6M Low: |
5.180 |
2.470 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.668 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.465 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.67% |
Volatility 6M: |
|
119.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |