DZ Bank Call 590 ASME 21.06.2024
/ DE000DJ4FMZ8
DZ Bank Call 590 ASME 21.06.2024/ DE000DJ4FMZ8 /
| 2024-06-19 5:04:23 PM |
Chg.-1.710 |
Bid5:35:21 PM |
Ask5:35:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 37.950EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
590.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4FMZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
590.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
39.39 |
| Intrinsic value: |
39.38 |
| Implied volatility: |
4.28 |
| Historic volatility: |
0.30 |
| Parity: |
39.38 |
| Time value: |
0.55 |
| Break-even: |
989.30 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.30 |
| Spread %: |
0.76% |
| Delta: |
0.96 |
| Theta: |
-6.52 |
| Omega: |
2.37 |
| Rho: |
0.03 |
Quote data
| Open: |
39.440 |
| High: |
39.440 |
| Low: |
37.910 |
| Previous Close: |
39.660 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.49% |
| 1 Month |
|
|
+37.10% |
| 3 Months |
|
|
+24.14% |
| YTD |
|
|
+213.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
39.660 |
37.100 |
| 1M High / 1M Low: |
39.660 |
26.390 |
| 6M High / 6M Low: |
39.660 |
8.410 |
| High (YTD): |
2024-06-18 |
39.660 |
| Low (YTD): |
2024-01-05 |
8.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
38.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
33.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
26.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.85% |
| Volatility 6M: |
|
121.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
