DZ Bank Call 230 FOO 20.12.2024/  DE000DJ0RBM2  /

Frankfurt Zert./DZB
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:   -