DZ Bank Call 550 ASME 20.09.2024
/ DE000DJ20PB4
DZ Bank Call 550 ASME 20.09.2024/ DE000DJ20PB4 /
| 07/06/2024 09:08:48 |
Chg.-0.24 |
Bid11:45:49 |
Ask11:45:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 42.15EUR |
-0.57% |
42.44
Bid Size: 3,000 |
42.47
Ask Size: 3,000 |
ASML HOLDING EO -... |
550.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20PB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
41.33 |
| Intrinsic value: |
40.75 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.30 |
| Parity: |
40.75 |
| Time value: |
1.62 |
| Break-even: |
973.70 |
| Moneyness: |
1.74 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.30 |
| Spread %: |
0.71% |
| Delta: |
0.95 |
| Theta: |
-0.25 |
| Omega: |
2.14 |
| Rho: |
1.39 |
Quote data
| Open: |
42.15 |
| High: |
42.15 |
| Low: |
42.15 |
| Previous Close: |
42.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
+35.53% |
| 3 Months |
|
|
+12.16% |
| YTD |
|
|
+152.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
42.39 |
33.13 |
| 1M High / 1M Low: |
42.39 |
30.51 |
| 6M High / 6M Low: |
42.39 |
12.77 |
| High (YTD): |
06/06/2024 |
42.39 |
| Low (YTD): |
04/01/2024 |
12.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
35.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
32.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
28.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.35% |
| Volatility 6M: |
|
97.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
