DZ Bank Call 230 FOO 20.12.2024
/ DE000DJ0RBM2
DZ Bank Call 230 FOO 20.12.2024/ DE000DJ0RBM2 /
2024-09-06 9:35:20 PM |
Chg.-0.170 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.460EUR |
-6.46% |
2.480 Bid Size: 1,250 |
2.500 Ask Size: 1,250 |
SALESFORCE INC. DL... |
230.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ0RBM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SALESFORCE INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.30 |
Parity: |
-0.99 |
Time value: |
2.50 |
Break-even: |
255.00 |
Moneyness: |
0.96 |
Premium: |
0.16 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.02 |
Spread %: |
0.81% |
Delta: |
0.52 |
Theta: |
-0.14 |
Omega: |
4.60 |
Rho: |
0.26 |
Quote data
Open: |
2.510 |
High: |
2.730 |
Low: |
2.360 |
Previous Close: |
2.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.89% |
1 Month |
|
|
-25.90% |
3 Months |
|
|
-17.17% |
YTD |
|
|
-55.27% |
1 Year |
|
|
-32.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.050 |
2.460 |
1M High / 1M Low: |
4.140 |
2.460 |
6M High / 6M Low: |
8.600 |
1.690 |
High (YTD): |
2024-03-01 |
9.620 |
Low (YTD): |
2024-05-30 |
1.690 |
52W High: |
2024-03-01 |
9.620 |
52W Low: |
2024-05-30 |
1.690 |
Avg. price 1W: |
|
2.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.489 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.826 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.777 |
Avg. volume 1Y: |
|
19.247 |
Volatility 1M: |
|
104.79% |
Volatility 6M: |
|
160.23% |
Volatility 1Y: |
|
134.31% |
Volatility 3Y: |
|
- |