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DZ Bank Call 2300 PCE1 20.12.2024/  DE000DJ0Q6L5  /

Frankfurt Zert./DZB
2024-07-19  3:35:29 PM Chg.+0.220 Bid9:59:14 PM Ask- Underlying Strike price Expiration date Option type
15.660EUR +1.42% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,300.00 - 2024-12-20 Call
 

Master data

WKN: DJ0Q6L
Issuer: DZ Bank AG
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,300.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-07-22
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.23
Leverage: Yes

Calculated values

Fair value: 11.43
Intrinsic value: 11.09
Implied volatility: 1.21
Historic volatility: 0.23
Parity: 11.09
Time value: 4.18
Break-even: 3,827.00
Moneyness: 1.48
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -2.47
Omega: 1.83
Rho: 5.08
 

Quote data

Open: 15.520
High: 15.660
Low: 15.420
Previous Close: 15.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.03%
3 Months  
+27.01%
YTD  
+22.25%
1 Year  
+72.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 17.330 15.360
6M High / 6M Low: 17.330 11.380
High (YTD): 2024-07-16 17.330
Low (YTD): 2024-03-06 11.380
52W High: 2024-07-16 17.330
52W Low: 2023-11-01 7.190
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   15.985
Avg. volume 1M:   0.000
Avg. price 6M:   13.957
Avg. volume 6M:   0.000
Avg. price 1Y:   12.090
Avg. volume 1Y:   0.000
Volatility 1M:   52.44%
Volatility 6M:   60.79%
Volatility 1Y:   61.86%
Volatility 3Y:   -