DZ Bank Call 2750 BKNG 20.12.2024
/ DE000DJ0ASE9
DZ Bank Call 2750 BKNG 20.12.2024/ DE000DJ0ASE9 /
2024-05-16 8:12:38 AM |
Chg.+0.11 |
Bid9:02:08 AM |
Ask9:02:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.70EUR |
+1.04% |
10.71 Bid Size: 4,000 |
10.77 Ask Size: 4,000 |
Booking Holdings Inc |
2,750.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ0ASE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,750.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-10 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.11 |
Intrinsic value: |
9.46 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
9.46 |
Time value: |
1.14 |
Break-even: |
3,603.02 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.19% |
Delta: |
0.90 |
Theta: |
-0.64 |
Omega: |
2.96 |
Rho: |
12.48 |
Quote data
Open: |
10.70 |
High: |
10.70 |
Low: |
10.70 |
Previous Close: |
10.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.34% |
1 Month |
|
|
+23.27% |
3 Months |
|
|
-4.63% |
YTD |
|
|
+13.35% |
1 Year |
|
|
+117.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.01 |
9.61 |
1M High / 1M Low: |
11.01 |
7.89 |
6M High / 6M Low: |
11.71 |
6.26 |
High (YTD): |
2024-02-22 |
11.71 |
Low (YTD): |
2024-05-02 |
7.89 |
52W High: |
2024-02-22 |
11.71 |
52W Low: |
2023-05-31 |
3.92 |
Avg. price 1W: |
|
10.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.39 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
86.93% |
Volatility 6M: |
|
69.81% |
Volatility 1Y: |
|
82.36% |
Volatility 3Y: |
|
- |