DZ Bank Call 570 ASME 20.09.2024
/ DE000DJ20PD0
DZ Bank Call 570 ASME 20.09.2024/ DE000DJ20PD0 /
| 5/31/2024 9:35:10 PM |
Chg.-1.050 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 31.550EUR |
-3.22% |
32.160
Bid Size: 150 |
32.460
Ask Size: 150 |
ASML HOLDING EO -... |
570.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
30.74 |
| Intrinsic value: |
30.08 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.29 |
| Parity: |
30.08 |
| Time value: |
2.45 |
| Break-even: |
895.30 |
| Moneyness: |
1.53 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.30 |
| Spread %: |
0.93% |
| Delta: |
0.90 |
| Theta: |
-0.31 |
| Omega: |
2.42 |
| Rho: |
1.41 |
Quote data
| Open: |
32.100 |
| High: |
33.250 |
| Low: |
30.960 |
| Previous Close: |
32.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.97% |
| 1 Month |
|
|
+23.10% |
| 3 Months |
|
|
-10.55% |
| YTD |
|
|
+112.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
34.630 |
31.550 |
| 1M High / 1M Low: |
34.630 |
25.630 |
| 6M High / 6M Low: |
39.930 |
11.110 |
| High (YTD): |
3/7/2024 |
39.930 |
| Low (YTD): |
1/5/2024 |
11.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
32.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
30.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
26.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.85% |
| Volatility 6M: |
|
100.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
