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DZ Bank Call 570 ASME 20.09.2024/  DE000DJ20PD0  /

Frankfurt Zert./DZB
2024-06-11  11:35:19 AM Chg.-0.430 Bid11:54:46 AM Ask11:54:46 AM Underlying Strike price Expiration date Option type
40.120EUR -1.06% 39.730
Bid Size: 3,000		 39.760
Ask Size: 3,000		 ASML HOLDING EO -... 570.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20PD
Issuer: DZ Bank AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 570.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 39.92
Intrinsic value: 39.34
Implied volatility: 0.67
Historic volatility: 0.30
Parity: 39.34
Time value: 1.29
Break-even: 976.30
Moneyness: 1.69
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.30
Spread %: 0.74%
Delta: 0.96
Theta: -0.21
Omega: 2.27
Rho: 1.42
 

Quote data

Open: 40.280
High: 40.310
Low: 40.030
Previous Close: 40.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.84%
1 Month  
+32.23%
3 Months  
+22.88%
YTD  
+169.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 40.550 30.900
1M High / 1M Low: 40.550 28.170
6M High / 6M Low: 40.550 11.110
High (YTD): 2024-06-10 40.550
Low (YTD): 2024-01-05 11.110
52W High: - -
52W Low: - -
Avg. price 1W:   37.868
Avg. volume 1W:   0.000
Avg. price 1M:   32.492
Avg. volume 1M:   0.000
Avg. price 6M:   27.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.74%
Volatility 6M:   105.18%
Volatility 1Y:   -
Volatility 3Y:   -