DZ Bank Call 3400 PCE1 20.12.2024/  DE000DJ0Q631  /

Frankfurt Zert./DZB
2024-10-23  2:35:26 PM Chg.-0.100 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
9.370EUR -1.06% -
Bid Size: -
-
Ask Size: -
BOOKING HLDGS DL... 3,400.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q63
Issuer: DZ Bank AG
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,400.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-10-23
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 7.27
Intrinsic value: 7.11
Implied volatility: 0.81
Historic volatility: 0.23
Parity: 7.11
Time value: 1.89
Break-even: 4,300.00
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -3.79
Omega: 3.60
Rho: 3.20
 

Quote data

Open: 9.400
High: 9.470
Low: 9.250
Previous Close: 9.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+19.06%
3 Months  
+105.03%
YTD  
+74.49%
1 Year  
+314.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 9.470 6.910
6M High / 6M Low: 9.470 2.170
High (YTD): 2024-10-22 9.470
Low (YTD): 2024-08-07 2.170
52W High: 2024-10-22 9.470
52W Low: 2023-11-01 2.040
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   8.397
Avg. volume 1M:   0.000
Avg. price 6M:   5.916
Avg. volume 6M:   0.000
Avg. price 1Y:   5.274
Avg. volume 1Y:   0.000
Volatility 1M:   80.75%
Volatility 6M:   137.05%
Volatility 1Y:   123.82%
Volatility 3Y:   -