DZ Bank Call 3700 BKNG 21.06.2024
/ DE000DJ00C87
DZ Bank Call 3700 BKNG 21.06.2024/ DE000DJ00C87 /
2024-05-16 8:12:53 AM |
Chg.+0.11 |
Bid7:31:19 PM |
Ask7:31:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+7.48% |
1.42 Bid Size: 10,000 |
1.44 Ask Size: 10,000 |
Booking Holdings Inc |
3,700.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
DJ00C8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,700.00 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: |
22.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
0.85 |
Time value: |
0.72 |
Break-even: |
3,555.13 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
0.66 |
Theta: |
-1.52 |
Omega: |
14.74 |
Rho: |
2.13 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+69.89% |
1 Month |
|
|
+46.30% |
3 Months |
|
|
-49.52% |
YTD |
|
|
-29.46% |
1 Year |
|
|
+66.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.78 |
0.93 |
1M High / 1M Low: |
1.78 |
0.63 |
6M High / 6M Low: |
3.35 |
0.63 |
High (YTD): |
2024-02-13 |
3.35 |
Low (YTD): |
2024-05-02 |
0.63 |
52W High: |
2024-02-13 |
3.35 |
52W Low: |
2023-06-20 |
0.02 |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
397.76% |
Volatility 6M: |
|
224.19% |
Volatility 1Y: |
|
2,354.02% |
Volatility 3Y: |
|
- |