DZ Bank Call 420 2FE 20.06.2025
/ DE000DJ86BR1
DZ Bank Call 420 2FE 20.06.2025/ DE000DJ86BR1 /
| 11/11/2024 12:23:51 |
Chg.+0.53 |
Bid18:16:01 |
Ask18:16:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
+15.23% |
4.18
Bid Size: 10,000 |
4.28
Ask Size: 10,000 |
FERRARI N.V. |
420.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.24 |
| Time value: |
3.96 |
| Break-even: |
459.60 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
2.59% |
| Delta: |
0.57 |
| Theta: |
-0.10 |
| Omega: |
5.98 |
| Rho: |
1.19 |
Quote data
| Open: |
3.96 |
| High: |
4.01 |
| Low: |
3.96 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.26% |
| 1 Month |
|
|
+5.25% |
| 3 Months |
|
|
+35.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.59 |
3.21 |
| 1M High / 1M Low: |
6.49 |
3.21 |
| 6M High / 6M Low: |
6.49 |
2.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.57% |
| Volatility 6M: |
|
132.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
