DZ Bank Call 200 FOO 20.12.2024
/ DE000DJ0RBK6
DZ Bank Call 200 FOO 20.12.2024/ DE000DJ0RBK6 /
| 2024-08-02 9:49:00 AM |
Chg.-0.96 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
-15.53% |
-
Bid Size: - |
-
Ask Size: - |
SALESFORCE INC. DL... |
200.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0RBK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALESFORCE INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.31 |
| Parity: |
3.46 |
| Time value: |
2.28 |
| Break-even: |
257.40 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
3.00 |
| Rho: |
0.44 |
Quote data
| Open: |
5.22 |
| High: |
5.22 |
| Low: |
5.22 |
| Previous Close: |
6.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.43% |
| 1 Month |
|
|
-11.53% |
| 3 Months |
|
|
-31.13% |
| YTD |
|
|
-31.04% |
| 1 Year |
|
|
+6.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.56 |
5.94 |
| 1M High / 1M Low: |
6.56 |
5.02 |
| 6M High / 6M Low: |
11.98 |
3.25 |
| High (YTD): |
2024-03-04 |
11.98 |
| Low (YTD): |
2024-05-31 |
3.25 |
| 52W High: |
2024-03-04 |
11.98 |
| 52W Low: |
2024-05-31 |
3.25 |
| Avg. price 1W: |
|
6.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.41% |
| Volatility 6M: |
|
117.48% |
| Volatility 1Y: |
|
99.83% |
| Volatility 3Y: |
|
- |
