DZ Bank Call 3400 PCE1 20.12.2024
/ DE000DJ0Q631
DZ Bank Call 3400 PCE1 20.12.2024/ DE000DJ0Q631 /
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: |
|
- |