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DZ Bank Call 210 FOO 20.12.2024/  DE000DJ0RBL4  /

EUWAX
2024-08-02  9:49:01 AM Chg.-0.92 Bid9:34:34 PM Ask9:34:34 PM Underlying Strike price Expiration date Option type
4.49EUR -17.01% 4.27
Bid Size: 2,500		 4.29
Ask Size: 2,500		 SALESFORCE INC. DL... 210.00 - 2024-12-20 Call
 

Master data

WKN: DJ0RBL
Issuer: DZ Bank AG
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 2.46
Implied volatility: 0.64
Historic volatility: 0.31
Parity: 2.46
Time value: 2.53
Break-even: 259.90
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.70
Theta: -0.13
Omega: 3.27
Rho: 0.44
 

Quote data

Open: 4.49
High: 4.49
Low: 4.49
Previous Close: 5.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.80%
1 Month
  -12.48%
3 Months
  -34.07%
YTD
  -34.45%
1 Year  
+2.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.77 5.17
1M High / 1M Low: 5.77 4.29
6M High / 6M Low: 11.18 2.70
High (YTD): 2024-03-04 11.18
Low (YTD): 2024-05-31 2.70
52W High: 2024-03-04 11.18
52W Low: 2024-05-31 2.70
Avg. price 1W:   5.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.08
Avg. volume 1M:   0.00
Avg. price 6M:   7.16
Avg. volume 6M:   0.00
Avg. price 1Y:   5.98
Avg. volume 1Y:   0.00
Volatility 1M:   95.15%
Volatility 6M:   127.18%
Volatility 1Y:   107.01%
Volatility 3Y:   -