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DZ Bank Call 3700 BKNG 20.12.2024/  DE000DJ00DA4  /

Frankfurt Zert./DZB
2024-05-16  8:34:50 AM Chg.+0.080 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
4.030EUR +2.03% 4.030
Bid Size: 4,000		 4.090
Ask Size: 4,000		 Booking Holdings Inc 3,700.00 USD 2024-12-20 Call
 

Master data

WKN: DJ00DA
Issuer: DZ Bank AG
Currency: EUR
Underlying: Booking Holdings Inc
Type: Warrant
Option type: Call
Strike price: 3,700.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 3.33
Intrinsic value: 0.67
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.67
Time value: 3.29
Break-even: 3,817.52
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.62
Theta: -0.90
Omega: 5.44
Rho: 10.55
 

Quote data

Open: 4.030
High: 4.030
Low: 4.030
Previous Close: 3.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.36%
1 Month  
+36.61%
3 Months
  -17.59%
YTD  
+3.07%
1 Year  
+120.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.200 3.770
1M High / 1M Low: 4.200 2.560
6M High / 6M Low: 5.910 2.010
High (YTD): 2024-02-22 5.910
Low (YTD): 2024-05-02 2.560
52W High: 2024-02-22 5.910
52W Low: 2023-07-04 1.120
Avg. price 1W:   4.006
Avg. volume 1W:   0.000
Avg. price 1M:   3.182
Avg. volume 1M:   0.000
Avg. price 6M:   3.398
Avg. volume 6M:   0.000
Avg. price 1Y:   2.777
Avg. volume 1Y:   0.000
Volatility 1M:   137.06%
Volatility 6M:   129.10%
Volatility 1Y:   136.05%
Volatility 3Y:   -