DZ Bank Call 3450 PCE1 20.12.2024/  DE000DJ0Q649  /

EUWAX
2024-10-28  8:08:38 AM Chg.- Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
8.96EUR - -
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: 8.96
High: 8.96
Low: 8.96
Previous Close: 8.59
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+4.80%
1 Month  
+16.52%
3 Months  
+92.27%
YTD  
+77.08%
1 Year  
+322.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.96 8.55
1M High / 1M Low: 8.96 6.52
6M High / 6M Low: 8.96 1.35
High (YTD): 2024-10-28 8.96
Low (YTD): 2024-08-05 1.35
52W High: 2024-10-28 8.96
52W Low: 2024-08-05 1.35
Avg. price 1W:   8.70
Avg. volume 1W:   0.00
Avg. price 1M:   8.00
Avg. volume 1M:   0.00
Avg. price 6M:   5.61
Avg. volume 6M:   0.00
Avg. price 1Y:   5.00
Avg. volume 1Y:   0.00
Volatility 1M:   69.91%
Volatility 6M:   205.61%
Volatility 1Y:   161.34%
Volatility 3Y:   -