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DZ Bank Call 3650 BKNG 21.06.2024/  DE000DJ00C79  /

Frankfurt Zert./DZB
2024-05-16  1:08:21 PM Chg.+0.020 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
1.830EUR +1.10% 1.830
Bid Size: 6,000		 1.870
Ask Size: 6,000		 Booking Holdings Inc 3,650.00 USD 2024-06-21 Call
 

Master data

WKN: DJ00C7
Issuer: DZ Bank AG
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,650.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-06
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.43
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.31
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 1.31
Time value: 0.58
Break-even: 3,541.21
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.07%
Delta: 0.73
Theta: -1.45
Omega: 13.38
Rho: 2.31
 

Quote data

Open: 1.890
High: 1.890
Low: 1.700
Previous Close: 1.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month  
+56.41%
3 Months
  -44.38%
YTD
  -27.38%
1 Year  
+81.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.610
1M High / 1M Low: 2.070 0.740
6M High / 6M Low: 4.280 0.740
High (YTD): 2024-02-22 4.280
Low (YTD): 2024-05-02 0.740
52W High: 2024-02-22 4.280
52W Low: 2023-07-04 0.370
Avg. price 1W:   1.852
Avg. volume 1W:   0.000
Avg. price 1M:   1.231
Avg. volume 1M:   0.000
Avg. price 6M:   1.856
Avg. volume 6M:   0.000
Avg. price 1Y:   1.521
Avg. volume 1Y:   0.000
Volatility 1M:   329.39%
Volatility 6M:   220.12%
Volatility 1Y:   225.33%
Volatility 3Y:   -