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DZ Bank Call 250 FOO 20.12.2024/  DE000DJ0RBN0  /

EUWAX
2024-10-11  8:10:07 AM Chg.+0.16 Bid5:10:48 PM Ask5:10:48 PM Underlying Strike price Expiration date Option type
4.23EUR +3.93% 4.12
Bid Size: 2,500		 4.14
Ask Size: 2,500		 SALESFORCE INC. DL... 250.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 2.40
Intrinsic value: 1.54
Implied volatility: 0.75
Historic volatility: 0.31
Parity: 1.54
Time value: 2.71
Break-even: 292.50
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.64
Theta: -0.24
Omega: 4.01
Rho: 0.25
 

Quote data

Open: 4.23
High: 4.23
Low: 4.23
Previous Close: 4.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.49%
1 Month  
+189.73%
3 Months  
+76.99%
YTD
  -2.31%
1 Year  
+122.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.31 3.57
1M High / 1M Low: 4.31 1.46
6M High / 6M Low: 6.47 1.17
High (YTD): 2024-03-04 8.11
Low (YTD): 2024-05-31 1.17
52W High: 2024-03-04 8.11
52W Low: 2024-05-31 1.17
Avg. price 1W:   3.91
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   3.74
Avg. volume 1Y:   0.00
Volatility 1M:   164.90%
Volatility 6M:   198.00%
Volatility 1Y:   158.29%
Volatility 3Y:   -