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DZ Bank Call 3700 BKNG 20.12.2024/  DE000DJ00DA4  /

EUWAX
2024-05-16  8:12:53 AM Chg.+0.10 Bid8:53:15 PM Ask8:53:15 PM Underlying Strike price Expiration date Option type
4.04EUR +2.54% 3.72
Bid Size: 10,000		 3.74
Ask Size: 10,000		 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: 8.64
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 0.85
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.85
Time value: 3.18
Break-even: 3,801.13
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.63
Theta: -0.89
Omega: 5.41
Rho: 10.61
 

Quote data

Open: 4.04
High: 4.04
Low: 4.04
Previous Close: 3.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.24%
1 Month  
+32.89%
3 Months
  -19.36%
YTD  
+4.66%
1 Year  
+118.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.25 3.36
1M High / 1M Low: 4.25 2.47
6M High / 6M Low: 5.36 2.00
High (YTD): 2024-02-22 5.36
Low (YTD): 2024-04-19 2.47
52W High: 2024-02-22 5.36
52W Low: 2023-06-27 0.77
Avg. price 1W:   3.88
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   3.38
Avg. volume 6M:   0.00
Avg. price 1Y:   2.77
Avg. volume 1Y:   0.00
Volatility 1M:   159.24%
Volatility 6M:   119.73%
Volatility 1Y:   155.28%
Volatility 3Y:   -