DZ Bank Call 520 ASME 20.09.2024
/ DE000DJ20N98
DZ Bank Call 520 ASME 20.09.2024/ DE000DJ20N98 /
| 31/05/2024 21:34:48 |
Chg.-1.050 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 36.430EUR |
-2.80% |
37.040
Bid Size: 150 |
37.340
Ask Size: 150 |
ASML HOLDING EO -... |
520.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20N9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
35.67 |
| Intrinsic value: |
35.08 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
35.08 |
| Time value: |
2.26 |
| Break-even: |
893.40 |
| Moneyness: |
1.67 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
0.81% |
| Delta: |
0.92 |
| Theta: |
-0.30 |
| Omega: |
2.15 |
| Rho: |
1.30 |
Quote data
| Open: |
37.010 |
| High: |
38.150 |
| Low: |
35.830 |
| Previous Close: |
37.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.62% |
| 1 Month |
|
|
+11.47% |
| 3 Months |
|
|
-8.99% |
| YTD |
|
|
+92.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
39.460 |
36.430 |
| 1M High / 1M Low: |
39.460 |
32.680 |
| 6M High / 6M Low: |
44.680 |
14.730 |
| High (YTD): |
07/03/2024 |
44.680 |
| Low (YTD): |
05/01/2024 |
14.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
37.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
34.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
30.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.81% |
| Volatility 6M: |
|
86.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
