DZ Bank Call 440 2FE 20.06.2025
/ DE000DJ86BS9
DZ Bank Call 440 2FE 20.06.2025/ DE000DJ86BS9 /
29/08/2024 21:34:44 |
Chg.+0.380 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
4.440EUR |
+9.36% |
4.380 Bid Size: 1,500 |
5.380 Ask Size: 1,500 |
FERRARI N.V. |
440.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ86BS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
05/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-0.01 |
Time value: |
5.09 |
Break-even: |
490.90 |
Moneyness: |
1.00 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
1.00 |
Spread %: |
24.45% |
Delta: |
0.59 |
Theta: |
-0.10 |
Omega: |
5.14 |
Rho: |
1.70 |
Quote data
Open: |
4.540 |
High: |
4.810 |
Low: |
4.420 |
Previous Close: |
4.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.14% |
1 Month |
|
|
+133.68% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.060 |
3.520 |
1M High / 1M Low: |
4.060 |
1.860 |
6M High / 6M Low: |
4.060 |
1.860 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.828 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.728 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.28% |
Volatility 6M: |
|
128.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |