OverviewChartNewsTraderScreen

DZ Bank Call 3700 BKNG 20.12.2024/  DE000DJ00DA4  /

Frankfurt Zert./DZB
05/06/2024  08:34:52 Chg.+0.160 Bid08:36:57 Ask08:36:57 Underlying Strike price Expiration date Option type
3.920EUR +4.26% 3.920
Bid Size: 4,000		 3.980
Ask Size: 4,000		 Booking Holdings Inc 3,700.00 USD 20/12/2024 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: 20/12/2024
Issue date: 06/04/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.35
Leverage: Yes

Calculated values

Fair value: 3.02
Intrinsic value: 0.58
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.58
Time value: 3.11
Break-even: 3,761.22
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.61
Theta: -0.92
Omega: 5.70
Rho: 9.46
 

Quote data

Open: 3.920
High: 3.920
Low: 3.920
Previous Close: 3.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.81%
1 Month  
+26.45%
3 Months  
+42.55%
YTD  
+0.26%
1 Year  
+134.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.760 3.550
1M High / 1M Low: 4.200 2.920
6M High / 6M Low: 5.910 2.230
High (YTD): 22/02/2024 5.910
Low (YTD): 02/05/2024 2.560
52W High: 22/02/2024 5.910
52W Low: 04/07/2023 1.120
Avg. price 1W:   3.628
Avg. volume 1W:   0.000
Avg. price 1M:   3.729
Avg. volume 1M:   0.000
Avg. price 6M:   3.568
Avg. volume 6M:   0.000
Avg. price 1Y:   2.888
Avg. volume 1Y:   0.000
Volatility 1M:   119.21%
Volatility 6M:   129.21%
Volatility 1Y:   133.50%
Volatility 3Y:   -