DZ Bank Call 560 ASME 20.09.2024
/ DE000DJ20PC2
DZ Bank Call 560 ASME 20.09.2024/ DE000DJ20PC2 /
| 2024-06-06 9:54:12 AM |
Chg.+8.36 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 41.41EUR |
+25.30% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
560.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20PC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
38.95 |
| Intrinsic value: |
38.36 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.30 |
| Parity: |
38.36 |
| Time value: |
2.02 |
| Break-even: |
963.80 |
| Moneyness: |
1.69 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
0.75% |
| Delta: |
0.93 |
| Theta: |
-0.29 |
| Omega: |
2.18 |
| Rho: |
1.38 |
Quote data
| Open: |
41.41 |
| High: |
41.41 |
| Low: |
41.41 |
| Previous Close: |
33.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.26% |
| 1 Month |
|
|
+43.14% |
| 3 Months |
|
|
+15.09% |
| YTD |
|
|
+160.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
33.53 |
32.15 |
| 1M High / 1M Low: |
35.18 |
28.93 |
| 6M High / 6M Low: |
40.38 |
12.04 |
| High (YTD): |
2024-03-08 |
40.38 |
| Low (YTD): |
2024-01-04 |
12.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
32.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
31.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
27.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.90% |
| Volatility 6M: |
|
94.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
