DZ Bank Call 3450 BKNG 20.12.2024
/ DE000DJ0Q649
DZ Bank Call 3450 BKNG 20.12.2024/ DE000DJ0Q649 /
6/11/2024 9:34:56 PM |
Chg.-0.090 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.310EUR |
-1.67% |
5.290 Bid Size: 5,000 |
5.310 Ask Size: 5,000 |
Booking Holdings Inc |
3,450.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
DJ0Q64 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,450.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
3.15 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
3.15 |
Time value: |
2.17 |
Break-even: |
3,737.31 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.73 |
Theta: |
-0.91 |
Omega: |
4.81 |
Rho: |
10.65 |
Quote data
Open: |
5.260 |
High: |
5.490 |
Low: |
5.240 |
Previous Close: |
5.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.72% |
1 Month |
|
|
-6.84% |
3 Months |
|
|
+21.79% |
YTD |
|
|
+3.91% |
1 Year |
|
|
+183.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.500 |
5.220 |
1M High / 1M Low: |
5.530 |
4.880 |
6M High / 6M Low: |
7.410 |
3.690 |
High (YTD): |
2/22/2024 |
7.410 |
Low (YTD): |
5/2/2024 |
3.690 |
52W High: |
2/22/2024 |
7.410 |
52W Low: |
6/23/2023 |
1.640 |
Avg. price 1W: |
|
5.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.277 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.884 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.941 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.47% |
Volatility 6M: |
|
109.94% |
Volatility 1Y: |
|
115.91% |
Volatility 3Y: |
|
- |