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DZ Bank Call 250 FOO 20.12.2024/  DE000DJ0RBN0  /

Frankfurt Zert./DZB
11/11/2024  3:04:39 PM Chg.+0.410 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
7.280EUR +5.97% -
Bid Size: -		 -
Ask Size: -		 SALESFORCE INC. DL... 250.00 - 12/20/2024 Call
 

Master data

WKN: DJ0RBN
Issuer: DZ Bank AG
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 12/20/2024
Issue date: 3/29/2023
Last trading day: 11/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 6.58
Intrinsic value: 6.50
Implied volatility: 1.39
Historic volatility: 0.33
Parity: 6.50
Time value: 2.27
Break-even: 337.70
Moneyness: 1.26
Premium: 0.07
Premium p.a.: 1.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.59
Omega: 2.79
Rho: 0.15
 

Quote data

Open: 6.980
High: 7.400
Low: 6.940
Previous Close: 6.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.97%
1 Month  
+78.00%
3 Months  
+160.00%
YTD  
+68.52%
1 Year  
+243.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.280 6.870
1M High / 1M Low: 7.280 3.700
6M High / 6M Low: 7.280 1.080
High (YTD): 3/1/2024 8.120
Low (YTD): 5/30/2024 1.080
52W High: 3/1/2024 8.120
52W Low: 5/30/2024 1.080
Avg. price 1W:   7.075
Avg. volume 1W:   0.000
Avg. price 1M:   4.758
Avg. volume 1M:   0.000
Avg. price 6M:   2.947
Avg. volume 6M:   0.000
Avg. price 1Y:   4.005
Avg. volume 1Y:   0.000
Volatility 1M:   116.22%
Volatility 6M:   202.50%
Volatility 1Y:   163.91%
Volatility 3Y:   -