DZ Bank Call 3450 PCE1 20.12.2024
/ DE000DJ0Q649
DZ Bank Call 3450 PCE1 20.12.2024/ DE000DJ0Q649 /
2024-10-28 12:04:40 PM |
Chg.+0.190 |
Bid9:57:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.890EUR |
+2.18% |
- Bid Size: - |
- Ask Size: - |
BOOKING HLDGS DL... |
3,450.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ0Q64 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BOOKING HLDGS DL-,008 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,450.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-29 |
Last trading day: |
2024-10-28 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.78 |
Intrinsic value: |
6.61 |
Implied volatility: |
0.94 |
Historic volatility: |
0.23 |
Parity: |
6.61 |
Time value: |
2.66 |
Break-even: |
4,377.00 |
Moneyness: |
1.19 |
Premium: |
0.06 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-4.70 |
Omega: |
3.35 |
Rho: |
2.98 |
Quote data
Open: |
8.970 |
High: |
8.970 |
Low: |
8.650 |
Previous Close: |
8.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.59% |
1 Month |
|
|
+19.17% |
3 Months |
|
|
+109.18% |
YTD |
|
|
+73.97% |
1 Year |
|
|
+319.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.890 |
8.500 |
1M High / 1M Low: |
9.030 |
6.510 |
6M High / 6M Low: |
9.030 |
1.950 |
High (YTD): |
2024-10-22 |
9.030 |
Low (YTD): |
2024-08-07 |
1.950 |
52W High: |
2024-10-22 |
9.030 |
52W Low: |
2023-11-01 |
1.910 |
Avg. price 1W: |
|
8.697 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.632 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.013 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
86.69% |
Volatility 6M: |
|
140.77% |
Volatility 1Y: |
|
127.38% |
Volatility 3Y: |
|
- |