DZ Bank Call 230 FOO 20.12.2024
/ DE000DJ0RBM2
DZ Bank Call 230 FOO 20.12.2024/ DE000DJ0RBM2 /
10/11/2024 7:34:52 PM |
Chg.-0.080 |
Bid7:56:48 PM |
Ask7:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.640EUR |
-1.40% |
5.680 Bid Size: 2,500 |
5.700 Ask Size: 2,500 |
SALESFORCE INC. DL... |
230.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.91 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.88 |
Historic volatility: |
0.31 |
Parity: |
3.54 |
Time value: |
2.34 |
Break-even: |
288.80 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.02 |
Spread %: |
0.34% |
Delta: |
0.72 |
Theta: |
-0.26 |
Omega: |
3.25 |
Rho: |
0.25 |
Quote data
Open: |
5.860 |
High: |
5.860 |
Low: |
5.540 |
Previous Close: |
5.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+107.35% |
3 Months |
|
|
+64.91% |
YTD |
|
|
+2.55% |
1 Year |
|
|
+122.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.030 |
5.370 |
1M High / 1M Low: |
6.030 |
2.720 |
6M High / 6M Low: |
7.920 |
1.690 |
High (YTD): |
3/1/2024 |
9.620 |
Low (YTD): |
5/30/2024 |
1.690 |
52W High: |
3/1/2024 |
9.620 |
52W Low: |
5/30/2024 |
1.690 |
Avg. price 1W: |
|
5.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.137 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.896 |
Avg. volume 1Y: |
|
19.172 |
Volatility 1M: |
|
150.88% |
Volatility 6M: |
|
171.25% |
Volatility 1Y: |
|
139.41% |
Volatility 3Y: |
|
- |