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DZ Bank Call 700 RAA 20.12.2024/  DE000DJ3QJD0  /

Frankfurt Zert./DZB
8/30/2024  10:04:54 AM Chg.-0.280 Bid10:15:10 AM Ask10:15:10 AM Underlying Strike price Expiration date Option type
20.930EUR -1.32% 20.840
Bid Size: 20,000		 21.040
Ask Size: 20,000		 RATIONAL AG 700.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ3QJD
Issuer: DZ Bank AG
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 12/20/2024
Issue date: 7/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 21.14
Intrinsic value: 20.15
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 20.15
Time value: 1.73
Break-even: 918.80
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.60
Spread %: 2.82%
Delta: 0.91
Theta: -0.21
Omega: 3.73
Rho: 1.83
 

Quote data

Open: 21.000
High: 21.000
Low: 20.690
Previous Close: 21.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+67.17%
3 Months  
+58.80%
YTD  
+145.95%
1 Year  
+83.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.430 19.080
1M High / 1M Low: 22.070 9.680
6M High / 6M Low: 22.070 9.100
High (YTD): 8/19/2024 22.070
Low (YTD): 1/5/2024 5.670
52W High: 8/19/2024 22.070
52W Low: 10/27/2023 1.740
Avg. price 1W:   20.308
Avg. volume 1W:   0.000
Avg. price 1M:   17.797
Avg. volume 1M:   0.000
Avg. price 6M:   14.116
Avg. volume 6M:   0.000
Avg. price 1Y:   10.526
Avg. volume 1Y:   0.000
Volatility 1M:   202.71%
Volatility 6M:   137.98%
Volatility 1Y:   152.34%
Volatility 3Y:   -